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Avoiding Over-Allocation to Alternative Investments

Tue, 06 Nov 2018 18:16:43 GMT

A new white paper from New York Life looks at the role of alternatives in portfolio construction and argues that usual risk-return based approaches can underestimate risk and lead to over-allocation to the alternatives. The paper, by Amit Soni, an NYL portfolio manager, proposes a new method “to quantify performanceRead More