BA-303 · Lesson 7 of 9

Diversification and Asset Allocation

You understand how asset classes, correlation and risk profile shape the structure of a portfolio.

14 min read Advanced Portfolio Management
Track contents Financial Analysis for Investors
0/9 lessons0%
Back to the track

Asset allocation as the main decision

Asset allocation means dividing capital among asset classes with different return and risk characteristics. For a diversified portfolio, this strategic decision usually has a greater influence on the variability of long-term results than the choice of individual securities.

Asset classRole in the portfolioMain risks
EquitiesLong-term capital growth, dividendsHigh volatility, issuer-specific risk
BondsRelatively predictable income, stabilizationInterest rate risk, credit risk, inflation
Cash and depositsLiquidity, a reserve for opportunities and emergenciesLow or negative real return in inflationary periods
Alternative assetsAdditional diversificationLow liquidity, difficult valuation, costs

Strategic allocation sets the long-term target weights, while any temporary deviations from those weights based on market views fall under tactical allocation. For most individual investors, a clear strategic allocation that is followed consistently matters more than attempts to predict short-term market movements.

Correlation and the diversification effect

Correlation (ρ) measures how closely the returns of two assets move together and ranges from −1 to +1. The lower the correlation, the more often declines in one asset tend to be offset by the other, and the portfolio's risk falls below the weighted average of the individual risks.

Risk of a two-asset portfolio
σp = √(w1² × σ1² + w2² × σ2² + 2 × w1 × w2 × ρ × σ1 × σ2)
w are the weights, σ are the standard deviations of returns and ρ is the correlation. The portfolio's expected return is the weighted average: E(Rp) = w1 × E(R1) + w2 × E(R2).
Correlation ρVariance (%²)Portfolio σp
+1.0207.3614.40%
+0.2161.2812.70%
0.0149.7612.24%
−0.2138.2411.76%

Specific risk and systematic risk

Diversification reduces specific risk (tied to an issuer or a sector), but it cannot eliminate systematic risk (market risk), which affects most assets at the same time: recessions, interest rate shocks, liquidity crises.

  • Diversify across asset classes, not just across securities within the same class.
  • Avoid excessive concentration in a single issuer, sector or currency.
  • Take the liquidity of instruments into account: in thinly traded markets, exiting a position can take time.

The investor's risk profile

The right allocation depends on your capacity to bear losses (time horizon, income, obligations) and on your psychological tolerance for volatility. An investor with a long horizon and stable income generally has a greater capacity to absorb fluctuations than one who will need the money in two years.

Illustrative profileTypical horizonAllocation characteristics
ConservativeShortPredominantly fixed-income instruments and cash
BalancedMediumA relatively even mix of equities and fixed-income instruments
DynamicLongPredominantly equities, accepting high volatility

Key takeaways

  • Allocation across asset classes is the main strategic decision for a diversified portfolio.
  • The lower the correlation between assets, the further portfolio risk falls below the weighted average of individual risks.
  • Diversification reduces specific risk, but not systematic risk.
  • Allocation should reflect the investor's horizon, risk capacity and risk tolerance.

Check your knowledge

Answer all the questions. If you answer all of them correctly, the lesson is marked as completed automatically.

Question 1 of 3A portfolio holds 60% equities with an expected return of 12% and 40% bonds with an expected return of 7%. What is the portfolio's expected return?

Explanation: E(Rp) = 0.6 × 12% + 0.4 × 7% = 7.2% + 2.8% = 10.0%.

Question 2 of 3When is the risk of a two-asset portfolio equal to the weighted average of the individual risks?

Explanation: At ρ = +1 there is no diversification benefit, and σp = w1σ1 + w2σ2.

Question 3 of 3Which type of risk CANNOT be eliminated through diversification?

Explanation: Systematic risk affects most assets at the same time and remains present even in a well-diversified portfolio.

Finished the lesson?Mark it as completed to track your progress.

Educational material only. It does not constitute investment, legal or tax advice. Numerical examples are hypothetical.