Volatility Harvesting: Why Does Diversifying and Rebalancing Create Alpha?

From the 2012 Wealth Management conference

Paul Bouchey, CFA, discusses the fallacy of the “diversification doesn’t work” argument and demonstrates how advanced rebalancing and the “rebalancing premium” function in several case studies in emerging markets, commodities, currencies, and global equity.



Speaker

Photo of Paul Bouchey, CFA

Paul Bouchey, CFA, is managing director of research for Parametric Portfolio Associates, where he is responsible for leading the research and product development team. Previously, he was a senior research analyst at Russell Investment Group, where he focused on the research and development of simulation, optimization, and other quantitative decision models for institutional and private clients. Mr. Bouchey holds a BA degree in mathematics and physics from Whitman College.

This information is accurate as of the date of recording.

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Topics

  • Portfolio Management
  • Risk Management
  • Private Wealth Management

Price (USD)

Members: FREE
CFA Program Candidates: FREE
Standard Rate: FREE
University: FREE

Details

Length : 39min
Posted : 4/27/2012
Recorded On : 2/8/2012
CE Credits : .5 CE
Formats :
  • Video Webcast