This content is from: Portfolio Risk Parity Is Supposed to Be All Weather. That’s Not Happening. Risk-parity strategies do better than expected, but are all over the map, according to MPI. By Julie Segal April 20, 2020
This content is from: Portfolio Risk Parity’s Pioneer Faces Stiff Competition With questions looming over risk parity, lower-cost retail vehicles are giving Bridgewater’s All Weather funds a run for their money. By Julie Segal April 22, 2020
Sponsored Do You Know Which Risks Pay and Which Don’t? It’s not true that all risks come hand-in-hand with excess returns. Here’s how to know the difference. Sponsored by Venn by Two Sigma January 31, 2020
This content is from: Culture CalPERS CIO Called Out By Ex-Head of Tail-Risk Program The former employee, now with tail-risk manager Universa, has issued a scathing rebuttal to Ben Meng’s recent defense. By Julie Segal May 01, 2020
This content is from: Portfolio Was CalPERS Right to Unwind Its Tail-Risk Program? MSCI researchers argue that the hedging strategy usually costs more than it pays out. By Amy Whyte April 30, 2020
Sponsored Scaling to Innovative New Heights A quant shop pursues sophisticated and complex new strategies through systemization – and in a cost-efficient way. Sponsored by Systematica Investments July 13, 2020
