Risk Parity Antidote for Unbalanced Portfolios
The traditional 60/40 balanced portfolio is actually “unbalanced” because it is designed to flourish in a limited spectrum of economic environments characterized by growth, benign inflation, and abundant liquidity conditions.
Risk parity portfolios address this imbalance. Complementing traditional equity and bond positions with alternative asset classes, and with an appropriate balance of risks, can help a portfolio thrive across a wide variety of market environments.
In this session, we will reveal:
- How to effectively balance portfolio risk across global asset classes to minimize large losses and create resilient results across all economic environments;
- How reacting to changes in asset class volatility and correlation in real time can eliminate the need to predict the future; and
- How multi-asset factor strategies can dramatically enhance returns, reduce volatility and limit downside risks.
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