Bridgewater co-CIO on risk parity, correlations and contagion

Positions change in All Weather “over decades”, not minutes, says Prince

Rob Mannix
@RobMannix
20 Aug 2018

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Bob Prince, Bridgewater Associates’ co-chief investment officer, has been trying to get people to grasp the inner workings of the firm’s pioneering All Weather fund for over 20 years – but it seems he has still got some work to do. The strategy remains fundamentally “misunderstood”, he says.

People often expect drama from the world’s biggest hedge fund. In particular, critics accuse risk-parity funds – of which All Weather was the first – of adding to market turmoil, most recently in February

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 [email protected]net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]