About this event

Can you mitigate extreme losses and fully consume your portfolio’s active risk budget to support performance?

Our latest Scientific Portfolio study examines 476 active U.S. equity funds and reveals how risk-based diversification—beyond traditional stock or sector-based approaches—offers robust protection against tail risk, while preserving return potential and tracking error targets.

Join us on July 24th for a webinar where we will unpack key insights from our research paper “Mitigating Tail Risks without Sacrifice: Empirical Evidence of Risk-Based Diversification’s Benefits for Equity Investors”.

Key takeaway points for equity investors and managers:

• How risk diversification reduces CVaR.
• Why being “diversified enough” is often sufficient.
• Iso-risk portfolios: a new method to strengthen risk analysis when dealing with limited samples.
• Managing extreme losses works for all (risk) budgets.