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Diversification 2.0: Mastering the Art of Portable Alpha

Resolve Riffs Investment Podcast

CHAPTER

Portable Alpha and Return Stacking Strategies

This chapter explores the innovative investment strategy of portable alpha return stacking, allowing investors to layer exposures on top of their core portfolios for enhanced diversification. It discusses the practical approaches to implementing these strategies, emphasizing risk management and liquidity considerations to avoid pitfalls observed during the 2008 financial crisis. The conversation unpacks the complexities of calculating returns and variance, highlighting the importance of understanding asset correlations in effective risk budgeting.

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