Tag: portfolio construction
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.
Failure to meet your financial objectives can take one of two forms: fast failure and slow failure. Failing fast involves suffering large losses at the wrong time as the result of taking too much risk. Failing slow involves achieving insufficient growth due to taking too little risk.
Diversification with Portable Beta
By Nathan Faber
On February 18, 2020