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head of research, APT, SunGard’s alternative investments business

13
Jan
2011

Risk and reward: Risk budgeting and cross-asset correlations

Contributor:

It’s a truth universally acknowledged that a fund manager seeking to take effective control of investment risk across asset classes must be using or looking to use risk budgeting. However, it may be a lesser known fact that to implement risk budgeting successfully, the most important element is a proper estimation of cross-asset correlations.... read more