Kolanovic Strikes Again, Provides Hedging Instruction To Risk Parity, Vol Targeting UsersMark Melin
For those risk parity and volatility targeting strategies – the subject of somewhat heated debate – Marko Kolanovic, JPMorgan’s much-watched global head of derivative and quantitative strategies, has a message. Listen carefully. Those using strategies that are exposed to sharp "V" up and down moves in the . . .
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