Marrying correlation and asset allocation

Coping with correlation

uncertainty
Asset allocation in uncertain times

Rising correlation over the past decade, together with assumptions based on historical data being wiped out by the credit crisis, has left asset allocators and portfolio managers in a difficult place.

“We are now in a macro period, where the relationship between assets and correlation means we are susceptible to macro movements,” says Dan Draper, managing director and global head of exchange-traded funds (ETFs) at Credit Suisse in London. “It is a different monetary policy we are seeing emerge

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here