Many investment managers apply strict portfolio constraints as part of their risk management process. These often include limits in sector over-/under-weightings, geographic concentrations, minimum levels of portfolio holdings and/or market capitalization requirements. The challenge around these types of curbs is that while they are designed to reduce potential return variance, typically in relation to a […]
source https://thebtrader.com/2020/02/21/the-power-of-portfolio-flexibility/?utm_source=rss&utm_medium=rss&utm_campaign=the-power-of-portfolio-flexibility
No comments:
Post a Comment