Antonov’s latest paper, co-authored with Lopez de Prado and Adia’s co-head of quant R&D Alexander Lipton, compares HRP with the original Markowitz method and finds that it produces more robust risk ...

Standard deviation measures how far numbers in a data set are spread out from an average value. In investing, it is used as a measurement of portfolio volatility.

Compare the different approaches, including the mean-variance model, Markowitz 2.0 theory, Constant Proportion Portfolio Insurance (CPPI) strategy, and more. Discover questions to consider when ...