Beyond diversification: absolute return funds of ETFs



As mentioned in that article, this dynamic risk management approach has a wide variety of applications.

Different kinds of floors or the inclusion of goals makes possible strategies that meet particular requirements. The inclusion of a maximum drawdown constraint, for example, is of particular interest to open-end funds, since it lessens the degree to which the investor’s performance for the entire holding period depends on the point at which they entered the fund. Thus, asset

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