Tag: leverage (Page 2 of 2)
Standard risk parity implementations focus on volatility and correlation but may overlook duration, liquidity, and forcible deleveraging risks
Leverage is often viewed as a bad trait in a portfolio, but it can be cost-effective and beneficial even in the context of prudent risk management.
Portable Beta: Making the Most of the Returns You’re Already Getting
By Corey Hoffstein
On December 4, 2017