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Bridge over ocean
8 February 2012 Multimedia

Volatility Harvesting

Why Does Diversifying and Rebalancing Create Alpha?

  1. Paul Bouchey, CFA

Paul Bouchey, CFA, discusses the fallacy of the “diversification doesn’t work” argument...

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