3min chapter

Flirting with Models cover image

Adam Butler - The "Ultimate Gift" (S1E1)

Flirting with Models

CHAPTER

Adaptive Asset Allocation - The Evolution of Portfolio Optimization

"We believe that in the asset class space that returns are a function of risk and that that relationship is broadly linear," he says. "Exymatically it means that all major asset classes have approximately the same sharp ratio." The firm's strategy involves using momentum, cross-sectional asset class momentum to inform its active use.

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