Quantitative Strategies

Parametric Pitches U.S. Plan With Novel Risk Mitigating Overlay

Nov 9, 2023

Parametric Portfolio Associates recently pitched using a portfolio overlay to boost risk mitigating strategies such as convexity and trend following for a U.S. pension plan. The asset manager, which already provides overlay services to many U.S. institutional investors, laid out how such a defensive overlay could work in an educational presentation to the Illinois State Universities Retirement System.

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