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Thanks, that helps, however the only thing i am not comfortable with is that you mentioned that asset prices move away from each other. What i don’t understand is that shouldn’t asset prices move in the same direction if the correlation is high?
So let’s say you have equities and bonds; equities have 50% +/- 5% corridor and they have a high correlation with bonds. So if equities move up so that they have an allocation of 55% then bonds would also move up and the allocation would remain the same. ahhh!!! i got it now.
Thanks |
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发表于 2013-5-4 16:03
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