Posts Tagged "Strategic Asset Allocation"

Risk Letter on Drawdown: From a risk measure to an asset allocation strategy

All investors want to maximize their portfolio’s returns while minimizing their risks. But how should you measure ‘risk’? Standard risk measures, such

Risk Letter 2 : At the in-efficiency frontier

          At the in-efficiency frontier, by Adina Grigoriu, member of the French Institute of Actuaries This second Active

In defence of pro-cyclicality by Adina Grigoriu

        “In defence of pro-cyclicality”, by Adina Griguriu from Active Asset Allocation, in Adina Grigoriu asks, is pro-cyclical

In defence of pro-cyclicality, by Adina Grigoriu

          Adina Grigoriu asks, is pro-cyclical risk management necessarily a cost – or can it be an unexploited