Deepak Gurnani on Building Winning Investment Strategies
Macro Hive Conversations With Bilal Hafeez
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How to Combine Multiple Strategies Into a Multi-Strategy
We do use portfolio optimization at multiple levels. We are looking at potentially combining the different strategies that we run into a multi-strategy, although we haven't formally launched that as yet. The thing that one needs to be most careful when you're combining the strategies is not to just focus on a mean variance risk return but to focus specifically on convexity and performance in different environments.
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