Modern Portfolio Theory and Mean Variance Optimization assume asset classes will continue to exhibit past patterns of return, correlation, and variance. Will this be the case going forward?
This white paper breaks down the limitations of these two methodologies and offers an alternative approach that seeks to minimize the amount of money your clients lose during times of major market stress.
Micah Wakefield, CAIA
Portfolio Manager, Director of Research & Product Development
Micah Wakefield, CAIA® is the portfolio manager of the Swan Defined Risk Diversified Fund, LP, directs Swan Overlay programs, helps oversee underlying investments for DRS, daily risk assessment and position review. He also leads research and development of strategies and products at Swan leveraging an extensive track record in portfolio management, trading, analysis, and business management. Micah frequently contributes to the authorship of our thought leadership material.
Fill out the form to download the white paper.