Sentences with phrase «accept market risk generally»

Once valuations are rich and our broad return / risk estimates are negative, our willingness to accept market risk generally requires a window with two exits — one below, at the point where the trend - following measures deteriorate, and one above, at the point where overvalued, overbought, overbullish conditions emerge.

Not exact matches

That objective is to accept market risk in conditions that have generally been associated with high or at least acceptable average return / risk tradeoffs, and to avoid or hedge away market risk in conditions that have generally produced hostile tradeoffs, on average.