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Catalog
April 2020 NAPFA Advisor Magazine - Full Issue
April 2020 NAPFA Advisor Magazine - Full Issue
April 2020 NAPFA Advisor Magazine - Full Issue
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Pdf Summary
Traditional mean-variance portfolio theory (MPT) has limitations in managing risk due to its assumption of normal asset returns. Enhanced-MPT tools address this by using accurate modeling techniques like copulas and CVAR to assess risk and interrelationships between asset classes. These tools help financial advisors create balanced portfolios with reduced downside risk and better risk-adjusted returns. Several profiles of financial advisors and articles on various topics within the industry are also included in the document.
Keywords
MPT
risk management
enhanced-MPT tools
copulas
CVAR
interrelationships
balanced portfolios
downside risk
risk-adjusted returns
financial advisors
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