Risk Factors
topic on 1 show · 1 statements across 1 episodes
1 statements about Risk Factors, every show
Williams: Asset classes correlate during a crisis, while risk factors do not
“If you shifted from an asset allocation approach to a factor approach, And you really wanted to get very clear on what the unique risks are, that if you ended up in a crisis, would tend to not be correlated. Asset classes are. Factors by construction are not.”