Monday, July 18, 2011
The Myth Of Diversification
SmartStops recently found this article based on a study which shows some of the fallacy that diversification from modern portfolio theory , MPT, is the only way to manage risk and thus lead to higher returns. Their definition of risk for this study did use the standard deviation from mpt. Our hope is that the industry realizes that even that computational methodology is lacking the sophisticated approach that smartstops optimization engine wa built upon. You can read some of our own studies here.
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