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Old 12-16-2007, 11:01 PM
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Re: portfolio construction, equity+futures ??

I read an interesting report issued by UBS a while back on the portfolio management. Instead of equity-futures, take a look at adding 10% commodities, 45% bonds, and 45% equities. This ratio of mixture has offered higher returns compared to just bond-equity or equity-futures porfolios.

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