Alternative Investment Posts
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A factors-first approach reveals how traditional asset allocation can mask a portfolio’s risk exposures. For example, even though the average endowment has more than 50% of its portfolio allocated to alternatives, equity risk accounts for 95% of the total risk while idiosyncratic risk accounts for less than 4%, according to our analysis. Our research explores this factors-first concept by examining how risk-factor exposures and the income-generating characterist
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