Claus Vorm asks what role duration plays in multi-asset portfolios and what are the alternatives?
At a glance The traditional role of duration as a natural counterbalance to equity beta is working less efficiently for multi-asset managers. Alternatives need to be found to fill the role ...
To continue reading this article...
Join Professional Pensions
Become a Professional Pensions Lite Member today
- Three complimentary articles per month covering the latest real-time news, analysis and opinion from the industry
- Receive important and breaking news stories via our two daily news alerts
- Hear from industry experts and other forward-thinking leaders