| 31.10.2024 High-volatility alternatives can improve portfolio efficiency |
| In a paper last month called "In praise of high-volatility alternatives," Cliff Asness, founder, managing principal and CIO at AQR Capital Management, challenges the common belief that volatility is always a drag on portfolio returns by focusing on "line-item" investments, like alternative assets, which are often small, diversifying components of a portfolio. He argues that while volatility negati |