“Taking less risk than is optimal is not safer; it just locks in a worse outcome.
Taking more risk than is optimal also results in a worse outcome, and often leads to complete disaster.”
— Aaron Brown, Red Blooded Risk (2011)
In our new white paper, we explore how tactical strategies can be utilized to achieve risk ignition, dynamically increasing and decreasing exposure to risky assets so as to not incur the expected return drag from safety assets without necessarily increasing overall portfolio volatility.
You can download it here.