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Research

Research library

Research worth an advisor's time from research firms, asset managers, regulators, central banks, academics and think tanks, each with a short summary in our own words, plus AdvisorIQ's own analysis.

As of Oct 8, 2026, the library lists 5 pieces from asset managers on portfolio construction.

Titles marked with an arrow open on the publisher's site. How we choose.

Portfolio construction

5 pieces · More on portfolio construction

  1. Portfolio Rebalancing: All at Once or Little by Little? (opens dimensional.com)

    Dimensional Fund AdvisorsResearch from an asset manager

    Dimensional tests whether it matters how quickly a portfolio is traded back to target once a rebalance is triggered. Across hypothetical 60/40 portfolios from 1989 to 2025, spreading trades over several days produced returns within 4 basis points of trading at once, with lower turnover.

    Topic: Portfolio constructiondimensional.com

  2. Welcome Back, Balanced Portfolio (opens pimco.com)

    PIMCOResearch from an asset manager

    PIMCO argues that higher bond yields, about 5% on the broad US bond index in September 2026, have restored bonds' role as both an income source and a diversifier next to stocks. It explains why 2022 is the wrong baseline for judging bonds as a hedge, and notes that household stock allocations are at a record high.

    Topic: Portfolio constructionpimco.com

  3. Financial Reporting Frequency and Market Premiums (opens dimensional.com)

    Dimensional Fund AdvisorsResearch from an asset manager

    Prompted by the SEC's proposal to allow semiannual reporting, Dimensional asks whether reporting frequency affects the equity, size, value and profitability premiums. US history since 1926 and a comparison of 42 markets with different reporting rules show no reliable link.

    Topic: Portfolio constructiondimensional.com

  4. Our take on total portfolio approach (opens blackrock.com)

    BlackRock Investment InstituteResearch from an asset manager

    BlackRock answers common questions about the total portfolio approach and how it differs from a static strategic allocation. It argues that big portfolio decisions should be revisited often against a reference portfolio, with risk budgeted across the whole portfolio and public and private markets considered together.

    Topic: Portfolio constructionblackrock.com

  5. 2026 Capital Market Assumptions for Major Asset Classes (opens aqr.com)

    AQR Capital ManagementResearch from an asset manager

    AQR's annual estimates of medium-term expected real returns for major asset classes, based on valuations at the end of 2025. It puts the expected real return of a global 60/40 portfolio at 3.4%, above the 2021 low but well below the long-run US average of nearly 5%, and adds guidance on currency hedging in return assumptions.

    Topic: Portfolio constructionaqr.com

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