Case Study: Managing Portfolio Risk When Bond Yields are Near Zero

This free case study shows advisors:

Why bonds are no longer the optimal choice for protecting equity-dominated portfolios
What downside equity convexity is and how it can potentially protect portfolios from drawdowns
How the 60/40 portfolio can be reimagined with downside protection from options
How options can be used to create downside convexity in a core equity holding with minimal portfolio drag

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