A low-variance portfolio, where returns do not deviate ... Geopolitical tensions: The persistent US-China trade war and other global issues add to the risk. Large caps benefit in low-variance ...

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 ...