State Street advises institutional investors to move away from modern portfolio theory

Assessing private equity risk

State Street has called for institutional investors to become less dependent on traditional risk analysis models to construct portfolios in favour of increasingly regime-specifc strategies.

A report* published by State Street detailing alternative risk management strategies for institutional investors outlined alternative methods of assessing and hedging market risks rather than relying solely on the modern portfolio theory (MPT).

The report highlighted the potential for error that can occur when

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