target returns
1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Sep 9, 2021 by Leda Braga · across every show →
Everything said about target returns, oldest first
Sep 9, 2021
Braga: Strategy construction should prioritize diversification over target returns
“Well, if you control the vol, and you know the correlation is more persistent than returns, then your portfolio construction and your strategy construction should rely more on diversification than on target returns.”