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[DOCX File]{PLAN NAME} - Longwood
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Diversification among asset classes has historically increased returns and reduced overall portfolio risk. How asset classes relate to each other is the key to making asset allocation decisions within the context of overall endowment risk and return. As stated earlier, a core fundamental investment belief of the Longwood University Foundation is to maintain a bias toward equity investments ...
asset classes with low correlation

[DOCX File]Montecito Capital Management I Building Brighter Futures
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A correlation matrix illustrates the type of directional price movement behavior that can be expected from different asset classes. The closer the correlation gets to 1 the more two assets (or asset classes) move in tandem. In turn, the more the correlation gets to negative 1, the more the two assets move in opposing directions. ) According to a study by Professor Craig Israelsen "The Benefits ...
asset correlation tool

[DOC File]Art as an Asset Class - Fuqua School of Business
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Art as an asset class displays a low level of correlation with equity. Consequently, art has the ability to reduce the risk of a portfolio when combined with other asset classes.
asset correlation matrix

[DOC File]CHAPTER 8 : OPTIMAL RISKY PORTFOLIOS
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After real estate is added to the portfolio, there are four asset classes in the portfolio: stocks, bonds, cash and real estate. Portfolio variance now includes a variance term for real estate returns and a covariance term for real estate returns with returns for each of the other three asset classes. Therefore, portfolio risk is affected by the variance (or standard deviation) of real estate ...
asset correlation chart

[DOCX File]Impact-cubed | Home
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The objective is to generate absolute returns by managing a diversified, risk-controlled portfolio with low correlation to traditional asset classes and to peers in the existing hedge fund universe. The portfolio is structured to be both beta and sector neutral and is designed to minimise exposure to multiple risk factors. Larry Abele, founding partner, Auriel Capital, said: “Our UK equity ...
investment correlation chart

BNKR - Diversification done differently
A way of spreading risk by mixing different types of assets/asset classes in a portfolio. It is based on the assumption that the prices of the different assets will behave differently in a given scenario. Assets with low correlation should provide the most diversification.
asset class correlation chart

[DOC File]In Search of Alpha October 2000 - New York University
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• Low correlation with traditional asset classes; • A source of return not explained by the Capital Asset Pricing Model. Michel Sapin, former French Finance Minister, on speculative attacks on the Franc (from Bekier 1996) from Crerend 1995 In Search of Alpha October 2000. Main Characteristics of the Hedge Fund Industry. Industry Size and Growth. US$1tr assets under Estimates of the size of ...
asset class correlation matrix

[DOCX File]THOMPSON RIVERS UNIVERSITY
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A Diversified equity portfolio will be used for the higher risk asset classes, such as high yield bonds, equities, and alternate investments. Total Fund Objective and Asset Mix GuidelinesThe objective of the Fund is to earn a 5.25% rate of return (net of fees) over rolling five year periods with volatility measures at or below benchmark levels. The following table presents the Fund benchmark ...
investment correlation matrix

[DOC File]Estimating Implied Correlations for Basket FX Options ...
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Suppose that an investor has a reasonable estimate of the correlation between asset classes in a portfolio and believes that the correlation will not change too much over time. Then, if the investor has a tactical view on a given class, he or she implicitly has a view on all classes that are highly correlated (either positively or negatively) to it. If one asset is predicted to go up, then ...
asset classes with low correlation

Asset classes with low correlation