The Investing Roundtable explored key challenges and opportunities in multi-asset, multi-manager portfolio construction that practitioners should be thinking about, given they can do anything, but not everything! Our research analysts each articulated a challenge or opportunity related to researching and identifying quality investment management solutions that they believe portfolio construction practitioners should be thinking about when building quality multi-asset, multi-manager portfolios:  If you do anything, consider an allocation to global small cap equities; If you do anything, use returns-based style analysis; and, Don't generalise, it's time to optimise portfolios. - Bronwen Moncrieff, John Laver, Michael Furey and Naomi Finnigan. Earn 0.75 CE/CPD hrs on Portfolio Construction Forum