Janus Henderson offers various multi-asset investment solutions. More specifically, our Adaptive Multi-Asset Solutions Team focuses on maximizing compound returns by mitigating large tail losses and profiting from large tail gains. We believe a distribution of returns, as a measure of risk, is important in determining terminal value, with tail risks — both positive and negative — playing a critical role.
Daily forward-looking estimates of tail losses and tail gains for major asset classes are derived from option market prices. These estimates form the basis for a dynamic asset allocation approach aimed at mitigating material losses from systemic shocks while capturing upside gains.
Learn why an adaptive allocation approach can be designed to maximize compound returns while mitigating acute tail risk.
August 2018
In this four-part video series, Nobel Laureate Myron Scholes, Ph.D., Chief Investment Strategist, offers fresh insights on the principles of diversification, risk management, compound returns, industry benchmarks, and more.
Each month, the Adaptive Multi-Asset Solutions Team provides an asset class outlook using options market prices to infer expected tail gains and tail losses.
Learn about the deficiencies of current LDI implementation and how an adaptive LDI approach may help.
