Investors in risk parity vehicles should beware 'volatility surprises'

Stocked up on equities ahead of the referendum

Anna Fedorova
clock • 2 min read

The period of market turbulence after the UK voted to leave the EU could herald the start of a new cycle of volatility surprises and investors should be wary of events to which risk parity funds are calibrated to adapt, according to investment research firm Markov Processes International (MPI).

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