risk parity

Keyword: risk parity

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While institutional investors have likely relaxed leverage constraint in their private equity portfolios, they could realize better investment outcomes by taking the same approach with their public market exposures “Constraints [on leverage] prevent some of the most useful tools in portfolio management — namely, full diversification,” said Roberto Croce, head of risk parity and liquid […]

Risk Parity: The Second Generation

Coverage of the 2013 Global Investment Conference.