Flirting with Models

Research Library of Newfound Research

Tag: growth optimal portfolios

You Are Not a Monte-Carlo Simulation

Our lives are not a monte-carlo simulation. Because we all live in a multi-period world where we have a single investment portfolio that compounds over time, managing risk can help us maximize our long-term growth rate even if it seems foolish in hindsight.

Growth Optimal Portfolios

Most portfolio construction focuses on the trade-off of risk and return, but growth optimal portfolios may be better suited for wealth maximization.
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