Most recent articles by Dominic Clermont
Benefitting from Multiple Views of Risk in a Period of Crisis
No single risk model performs best in every circumstance — which is precisely why Qontigo provides clients with multiple views of risk that differ by horizon and by factor structure.
Pension Funds: Time to Rethink Asset Allocation Strategies?
In the past 10-20 years, positive interest rate sensitivity has had serious implications for Strategic Asset Allocation. We envision new equity products being developed which better control such interest sensitivity.
Enhancing MinVol Strategies with Multiple Risk Models
Minimum Volatility strategies have historically delivered portfolios with significant excess returns and much lower volatility compared with broader benchmarks.