Abstract
Investors who seek better ways to optimize risk management may wish to consider using a new approach to portfolio balancing: Strategic Risk Allocation (SRA), say <b>Alexander Kohler</b>, Manager at <b>Deloitte Consulting</b>, and <b>Hagen Wittig</b>, Managing Partner at <b>Algofin</b>. Investors can add a powerful new dimension to traditional Strategic Asset Allocation approaches by looking at movement in correlations between asset classes, as well as standalone volatilities of individual asset classes over time, the authors tell us in this <b><i>Practical Applications</i></b> report. The full details of their approach can be found in <i><b>Rethinking Portfolio Rebalancing: Introducing Risk Contribution Rebalancing as an Alternative Approach to Traditional Value-Based Rebalancing Strategies</b></i>, which appeared in the Spring 2014 issue of <b><i>The Journal of Portfolio Management</i></b>. <b>TOPICS:</b>Portfolio theory, in portfolio management, statistical methods
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