An Update to Cliff Asness’s Study on the Benefits of a Levered 60/40
May 22, 2021 at 15:00 PM EDT
Upon launching the WisdomTree U.S. Efficient Core Fund (NTSX), previously referred to as the WisdomTree 90/60 U.S. Balanced Fund, we updated some of the seminal research from Cliff Asness on the diversification benefits that come from applying leverage to a traditional 60/40 portfolio approach....
