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 [...]
Posts Tagged ‘portfolio construction’
Kelly theory of portfolio construction: Do not bet thy whole wad
Posted in About, Stocks, Value Investment, tagged portfolio construction, Warren Buffett on April 28, 2010 | 2 Comments »
Portfolio construction
Posted in About, Greenbackd, Greenbackd Portfolio, Liquidation Value, Net Current Asset Value, Net Quick Stocks, Net Quick Value, Stocks, tagged Investing, portfolio construction, Value investing 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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