A standard mean-variance optimisation has a crucial drawback In terms of illiquid alternative assets. Time series usually display minimal volatility and underestimate the actual risk. Furthermore, lagged time sequence lead to reduced cross-asset class correlations than non-lagged numbers and, therefore, overestimate some great benefits of diversification. In an unconstrained optimisat... https://precious-metal-investment72604.mdkblog.com/42056794/5-easy-facts-about-hedge-against-market-inflation-described