Keeping it Simple with Simplify Asset Management cover image

Keeping it Simple | Ep. 9: Portfolio Efficiency and Return Stacking

Keeping it Simple with Simplify Asset Management

00:00

Risk Parody Is Not Just Stocks and Bonds

The standard bridgewater risk parity portfolio includes a whole pallet of different asset classes beyond just stocks and bonds. When the correlations change, or when the volatilities in the underlying assets rise, for example, during a resectionary environment where there's greater uncertainty,. it can lead to a coordinated sell off of levered portfolios that exasperates market conditions.

Play episode from 54:39
Transcript

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app