Aviva Investors case study

Relative vs absolute - the pitfalls of volatility.

Published by : Aviva Investors

Equities tend to be expensive when volatility is low and cheap when it is high.  Yet managers that target absolute volatility tend to both buy and sell equities at the worst possible time for their investors. 

Read more to find out about a different approach, targeting equity risk rather than absolute volatility.

Capital at Risk.

CI064188 12/2017

Published:08 January 2018

Business Area: Portfolio Management

Type: Other

Rating: 2 people found this useful


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