Or should investors go through the extra effort to create minimum variance portfolios? (abnormalreturns.com)
The reserves in a minimum variance portfolio are individually riskier than the portfolio as a whole. (teenanalyst.com)
They first look at return correlations and then consider mean - variance portfolio optimization with global equities, U.S. Treasury bonds, U.S. high - yield corporate bonds, emerging government bonds and frontier government bonds. (cxoadvisory.com)