Risk Parity
topic on 1 show · 5 statements across 5 episodes
5 statements about Risk Parity, every show
Auby: Texas Teachers applies 4% leverage for 104% asset exposure
“Eight percent is risk parity. And finally, we are levered about four percent. So we are up to a 104% of assets versus a hundred percent of NAV value.”
Papic: Commodities offer the best downside portfolio protection in stagflation
“And ironically, I think the best downside risk protection is commodities, which is weird because commodities should be correlated to growth. So when growth suffers, commodities should suffer with them. That's not really a good hedge the way bonds were. But I t…”
Shahidi: Only a small fraction of clients allocate 100% to risk parity
“It's a very small percentage. That's all risk parity. Those tend to be the most sophisticated clients. And those are really the only ones we would feel comfortable going that far because they're just asking for it and they want it and they understand it. So we…”
Prosek: Brand and Process Differentiate Asset Managers When Products Overlap
“Everybody's got products that overlap, but there's a belief or a believability about certain brands that they do it better, their process is better, the way they get to the result is better, and then, of course, the performance has to prove it all out.”