Multi asset: taming of the skew

The return distributions for risk assets have taken on a positive asymmetry of late. This quarterly edition of Simply put asks what could trigger the normalisation of return asymmetry and what would the consequences be for risk-based investors? In addition, key topics include:

• How risk-based investors stand to benefit if negative skewness strikes back
• Investors are starting to suspect a bull market is on the horizon, after an improvement in sentiment. Do the conditions support a return to bullishness?
• The macro picture improved in the second quarter. What were the driving factors and are they sustainable?
• How a long-only approach to diversification failed investors in 2022

For more, please read the Q3 2023 issue of Simply put using the download button provided.

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