Ideas Made to Matter
This portfolio approach accounts for ‘shocks and drifts’
Better than mean variance? This approach to portfolio formation accounts for shocks like pandemics and “drifts” like climate change.
Jul 20, 2021
Better than mean variance? This approach to portfolio formation accounts for shocks like pandemics and “drifts” like climate change.
The latest working papers from MIT Sloan faculty about the coronavirus/COVID-19 pandemic.