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Posts Tagged ‘portfolio construction’

Kelly theory of portfolio construction: Do not bet thy whole wad

Posted in About, Stocks, Value Investment, tagged , on April 28, 2010 | 2 Comments »

Portfolio construction and position sizing are key elements in investing. For every investor, there exists a tension between the desire to maximize the rate of growth of the portfolio while simultaneously minimizing the chance of blowing up. The Kelly Criterion is the method to determine the optimal portion of the portfolio to be invested in any given [...]

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Portfolio construction

Posted in About, Liquidation Value, Net Current Asset Value, Net Quick Value, Net Quick Stocks, Stocks, Greenbackd, Greenbackd Portfolio, tagged , , on January 15, 2009 | 2 Comments »

In our last post, we discussed our approach to long-term and fixed asset valuation. We concluded that, given our inability to actually value any given asset or class of assets, the best that we could do is fix a point at which we feel that we are more likely to be right than wrong about [...]

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