Active Risk Budget
topic on 1 show · 1 statements across 1 episodes
1 statements about Active Risk Budget, every show
Whineray: Risk budgets should be fixed for years while targets adjust
“So the target does move around. The budget doesn't. Budget we should be looking at every few years, because that shouldn't be changing much. I mean, what's your relative confidence in timber versus global macro versus distressed, or whatever it happens to be. …”