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Nematrian Reference Library

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Summary "Return, risk and correlation estimates are fraught with uncertainty (the inability to know whether our estimates are correct, even if our method of estimation is unbiased). Diversification, while always desirable, is especially valuable in the presence of uncertainty. In fact, uncertainty can render diversification a more “optimal” solution than traditional mean-variance optimisation. This is why we pursue diversification in all market environments and why we maintain balanced portfolios, regardless of recent returns."

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