The art of harnessing volatility
Harnessing volatility
Natural disasters serve as timely reminders of the substantial risk of investing in financial markets. In times of crisis, normally uncorrelated asset classes can suddenly exhibit correlation and investments known for delivering alpha without beta can appear to generate high beta with modest alpha. However, despite concerns from market participants that disruptions resulting from the eurozone debt crisis, political turmoil in the Middle East and the broader impact of the Japanese tsunami could
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