Tag: diversification (Page 3 of 4)
A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.
In this research commentary we seek to measure the potential diversification benefits of introducing new ways of measuring trends.
Failure to meet your financial objectives can take one of two forms: fast failure and slow failure. Failing fast involves suffering large losses at the wrong time as the result of taking too much risk. Failing slow involves achieving insufficient growth due to taking too little risk.
We introduce the idea of "portable beta": synthetic, additional exposure to asset classes achieved through efficient derivative exposure.
What do portfolios and teacups have in common?
By Corey Hoffstein
On December 17, 2018