Episode 248: Crazy Rising Rate Funds, Levered Constructions, Correlation Data Anomalies And Portfolio Reviews As Of March 24, 2023
Risk Parity Radio
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How to Use Correlations to Build a Portfolio
The thing about correlations is that it's very noisy data. What we are most interested for the purpose of portfolio construction is the long-term basis for correlation or lack there of. It does not necessarily surprise me that you do get some differentiation in these numbers, particularly if you're comparing something like real estate or commodities funds.
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