Portfolio Risk Management Commentary: Diversifying fat tails away

Tail risk parity (TRP) portfolios with satellites, January 2006 to May 2014

Peter Meier, Jann Stoz and Marc Weibel explore the effects of optimising for tail risk rather than volatility, in portfolios with and without hedge funds

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IPE editorial provides coverage of foreign pension funds’ experiences from which we can take ideas; we can also use it to share ideas regarding new and pioneering projects.

Ivonne Forno , CEO of Laborfonds