A new research by Russell Investments proposes that a volatility-responsive asset allocation policy can lead to an improved trade-off between risk and return for institutional investors. It explores the possibility of a dynamic policy of asset allocation that shifts with changes in market volatility.

The study was co-authored by Bob Collie, chief research strategist, and Mike Sylvanus, senior investment strategist at Russell. They examined U.S. equity and U.S. fixed income, as represented by the Russell 3000 Index and the Barclays Capital U.S. Aggregate Bond Index, for the research.

Click here for the release from Business Wire.