Durable Convexity™ Systematic strategies built for behavioral and market durability.

Durable Convexity™

Systematic strategies designed to pursue crisis alpha while remaining investable through full market cycles.

Built around the belief that investor behavior creates persistent structural opportunity.

Explore Strategies Our Philosophy

What is Durable Convexity™?

Durable Convexity™ brings to ABR’s clients the philosophy of pursuing asymmetric return profiles designed to participate in equity upside while seeking resilience during periods of market stress.

The greatest challenge with convex strategies is not mathematical. It is behavioral.

Traditional
Long Vol
Static
Short Vol
Durable
Convexity™
Insurance-like
Yield-like
Adaptive
Difficult
to hold
Vulnerable
in crises
Designed for
behavioral durability
Persistent
carry decay
Tail blowup
risk
Dynamic blend
approach