Please note that the asset allocation weights for the minimum variance portfolio (G.B15.MINV) published earlier in “And Then There Were Three” were incorrect. The weights have been corrected as follows: Apologies for the confusion.
Correction: 23 August 2020
Correction: 23 August 2020
Correction: 23 August 2020
Please note that the asset allocation weights for the minimum variance portfolio (G.B15.MINV) published earlier in “And Then There Were Three” were incorrect. The weights have been corrected as follows: Apologies for the confusion.