Olivia Engel

Hedge Funds

SSgA calculates the optimal domestic equity allocation

An equities portfolio that truly maximises returns and minimises risk will have an allocation of only 34 per cent domestic equities and 66 per cent in global equities, according to Olivia Engel, head of active quantitative equity, Asia Pacific at State Street Global Advisors (SSgA). Research carried out by SSgA to find the optimal Sharpe […]