Risk parity – the idea that risk, measured by volatility, should be allocated equally across the major asset classes – has been one of the major investment fads of the last 5 years.
The philosophical premise of risk parity is that correlation is more predictable than return.
The most common… Read the article
Deafening noise has surrounded the recent episode in emerging markets. Can it really be the case that the secular growth story was a myth, and the BRICs are now broken? Economies which spent the last 15 years building foreign exchange reserves to insure against balance of payments crises are nonetheless… Read the article
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OKWelcome to the M&G Multi Asset Team’s Allocation blog, previously known as the Episode blog. We have changed the name of our blog to resonate better with our readers in Europe, however, the content and purpose of the blog has not changed. The Allocation blog continues to aim to provide unique market perspectives from our dedicated team of experienced asset allocators.
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