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We see room for ongoing U.S. dollar strength versus most developed market peers and further depreciation against EM currencies. Global stocks rose on hopes of progress in U.S.-China trade talks. Lower oil output in January pushed oil prices to a three-month high. The Federal Reserve’s latest policy meeting minutes due this week could offer insight on the Fed’s “patient” approach.
This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints. It appears that the mathematical problem is more complex than the traditional risk budgeting problem. The formulation of the optimization program is particularly critical in order to determine the right risk budgeting portfolio.
The forces driving the surging growth of superstar firms look set to persist. If these firms’ wings aren’t clipped by regulatory or consumer reaction, their increasing market dominance could exacerbate already mounting societal divisions. New technologies have led to a concentration of corporate power as the winners win big and losers are left by the wayside.