Note sull'episodio
In this episode, we dive deep into the evolution of portfolio optimization strategies, moving beyond the limitations of Modern Portfolio Theory (MPT). Discover how Risk Parity and Volatility Parity offer more dynamic, risk-aware approaches to asset allocation—especially in today’s unpredictable markets.
🔍 What You’ll Learn:
- The core principles of Modern Portfolio Theory—and where it falls short
- How Risk Parity reallocates capital based on risk contribution, not dollar value
- Why Volatility Parity can offer better balance in turbulent markets
- Real-world examples of how these strategies outperform traditional models
- Tools and platforms that support advanced portfolio construction
- Key metrics to monitor when applying these techniques
📊 Who This Episode Is For:
- Financial ...
Parole chiave
How to optimize portfolios beyond Modern Portfolio TheoryRisk Parity vs Volatility Parity explainedAdvanced asset allocation for institutional investorsPortfolio optimization using volatility-based strategiesModern Portfolio Theory limitations and alternatives