12.01.2012 Opalesque Exclusive: Rising correlations among stock decrease diversification benefits, increase portfolio volatility
Bailey McCann, Opalesque New York

A new risk factor for investors is emerging. Cross-asset correlation is on the uptick according to new research from Factor Advisors. In a report issued last week, the New York-based asset management firm noted that rising correlations among portfolio holdings will decrease diversification benefits and increase overall portfolio volatility.

I spoke with St

Article source: http://www.opalesque.com/files/Factor%20AdvisorsMarketInsightsJan2012.pdf - Opalesque is not responsible for the content of external internet sites
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