Masterclass: Sticking Points (EP.06)

How do we eat Sharpe ratio and meet financial goals with a maximally diversified portfolio?

We discuss:

• Using leverage in a robust and diversified portfolio to preserve diversification while achieving target returns
• Why “credit” is not a distinct asset class and does not increase diversity
• Integrating your bets
• The repercussions of levering up
• What makes Risk Parity hard