Tag Archives: dynamic volatility control mechanism
Riding through Volatility with the S&P Balanced Global Bond and Equity Futures Index
The S&P Balanced Global Bond and Equity Futures Index (the S&P BEF Index) is designed to deliver consistent returns through various market cycles by exploiting the complementarity between equities and bonds during market crisis, and adjusting the allocation to component indices on a daily basis to achieve a stable risk level (what we call a…
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