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How to Build a Portfolio That Outperforms For a Century

Odd Lots

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Assessing Volatility Strategies in Market Turbulence

This chapter explores the effectiveness of volatility strategies during market disruptions, particularly referencing the volatility of March 2020. It critiques common portfolio structures, emphasizing the advantages of a diversified approach that incorporates various asset classes and market regimes to enhance resilience. The discussion also addresses the implications of traditional investment metrics like the Sharpe ratio, advocating for a more holistic assessment of portfolio performance.

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