Volatility Presents Hidden Risk to Hedge Fund Returns
September 25, 2018 at 06:15 AM EDT
According to recent research from Robeco Asset Management’s David Blitz: “hedge funds have hitched their wagon to stocks with large equity-price swings—a misguided strategy over the long haul.” These findings were reported in a recent Bloomberg article. In an interview, Blitz said, “The fact that...