2010 PortfolioConstruction Conference Due Diligence Forum

Adding protected strategies into portfolios to reduce risk and volatility while maintaining returns

26 August 2010
 

Category

Strategies

Summary

Academic research has begun to acknowledge the significant impact of outliers on terminal portfolio values, and that the common practice of normalising distributions to measure the likelihood of ...

Not yet a Member? It’s quick and free to join. Already a member? Please log in.