Portfolio construction
As of Oct 8, 2026, AdvisorIQ lists 9 research pieces and 2 upcoming CE webinars on portfolio construction.
Every client portfolio rests on decisions about allocation, diversification, rebalancing and risk. Independent advisors make those decisions themselves, often across many households with different goals and constraints. This page brings together webinars, replays, CE webinars from around the industry and research on how portfolios are built and maintained.
CE webinars from around the industry
The full listRun by their hosts, not AdvisorIQ. Times are Eastern; CE is shown as each host states it.
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Mon Oct 19
2027 Long-Term Capital Market Assumptions
CE not stated by the host
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Wed Oct 28
Building portfolios for the next decade: What's changing and what still works?
CE, as the host states it: CFA Institute members can self-report 1 PL credit
From the research library
More research on portfolio constructionLinks go to each publisher's own page. AdvisorIQ writes the summaries; inclusion is editorial and never paid.
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Portfolio Rebalancing: All at Once or Little by Little?
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.
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Exponential Wealth: Centuries of Stock and Bond Returns
A long-horizon study of stock and bond returns that updates a classic US market history through 2025 and adds earlier and global data. From 1926 to 2025, $1 in US large-cap stocks grew to $14,751, and the book shows how reinvested income, diversification, costs and inflation decide how much of that investors keep.
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Welcome Back, Balanced Portfolio
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.
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Active Fund Manager Success Rates Ticked Up in 2026, but Passive Funds Still Hold the Advantage
The midyear Active/Passive Barometer measures how active US funds fared against passive peers in their categories. Just over 40% of active funds survived and beat their passive composite in the year to June 2026, up 7 percentage points, and the cheapest active funds had better odds in most categories.
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The Winning Formula for Fund Investors, and Why Others Left Money on the Table
Morningstar's annual investor-return study compares what the average dollar in US funds earned with the funds' own returns over the decade through 2025. Investors earned 8.7% a year, about 1.2 percentage points less than the funds, with the widest gaps in more volatile funds and the smallest in allocation funds.
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Total Portfolio Approach: A Critical Literature Review
A review of academic and practitioner research on the total portfolio approach, which manages a fund as one integrated portfolio instead of fixed asset-class buckets. The authors find it is mainly a governance discipline rather than a set of tools, and that the evidence does not show it reliably produces higher returns.
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Financial Reporting Frequency and Market Premiums
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.
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Our take on total portfolio approach
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.
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2026 Capital Market Assumptions for Major Asset Classes
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.
Research and CE webinars from around the industry link to the publisher's or host's own page. AdvisorIQ writes the summaries; inclusion is editorial and never paid. CE for webinars from around the industry is shown as each host states it; AdvisorIQ does not confirm it. Times are Eastern. Today is Oct 8, 2026.