(Harvest) At the end of the year, investors will review their asset allocation decisions. Often investors will think about their pie chart exposures to different asset classes and strategies. Too often the focus is on asset class allocations and not enough on strategy differences. The problem with asset classes is that correlations may change significantly in a crisis with the usual problem being a movement to one. Diversification is not present when you need it.
Slicing the Pie For Better Allocations Using Managed Futures
This entry was posted in Syndicated. Bookmark the permalink.
