Risk Management and Vertical Asset Allocation PREMIUM Preview

Conventional Portfolio Theory advocates that a well-designed portfolio consists of well-diversified funds in specific asset classes. Further, that portfolio should be diversified among various asset classes. Those asset classes should be poorly correlated with each other. But, it seems that conventional asset classes tend to be more and more correlated with each other as time passes. Large-cap and small-cap stocks tend to move in the same direction and at the same time. Vertical Asset Allocation hypothesizes that funds should be chosen not based on conventional asset classes but on how much they differ by Standard Deviation. That is the topic of this Premium Podcast. Stay up-to-date with the latest business, financial, economic, and stock market news in just five minutes. Don’t miss out on our premium episodes - sign up using the link below. ⁠https://financialanimalpodcast.supercast.com⁠ For any questions, comments, or concerns, please email us at ⁠[email protected]⁠. If the links don't work (and why should they?!), please copy and paste! ⁠https://financialanimalpodcast.supercast.com⁠ [email protected]⁠ Thank you!