sasho bogoevski

Hedge Funds

Risk of crowded trades calculated by new research

Crowding is the single biggest mispriced risk for investors over a one-to-two year time horizon, according to Sasho Bogoevski, managing director, multi-asset solutions, AB. He told delegates of the Fiduciary Investors Symposium how his firm’s research had identified crowding around stocks common in low volatility portfolios as a particular concern and how several of AB’s […]