Implementing absolute return in a multi-asset framework
Institutions face challenges in a low-return market environment frequently interrupted with phases of high volatility. Many are seeking to improve portfolio risk-adjusted returns (Sharpe ratio) without sacrificing return objectives. Logically, two approaches are possible: pursuing a portfolio’s required rate of return with less volatility, or seeking to increase returns without ...
Improving portfolio efficiency with multi-asset absolute return strategies
Most institutional investors are searching for strategies to improve risk-adjusted returns (Sharpe ratio) without sacrificing return.