Portfolio management

Kelly’s Criterion, Founders, Startups and Bet size

10 mins read time What could Kelly's criterion teach us about founders, startups and the size of your next bet?

October 29, 2019

Portfolio Optimization Models in EXCEL

5 mins read time What do you want from a book on portfolio management and optimization? To begin with how…

May 25, 2019

The difference between value and growth investing

Value versus Growth What is the difference between value and growth investing? How do the two investing models and frameworks…

January 20, 2018

Impact of taxes and fees on retirement savings and spending

Let’s begin with a simple question. When it comes to managing money, how much impact do small mistakes or decisions…

January 12, 2018

The case for Optimal portfolio alpha.

We revisit the optimal portfolio alpha allocation challenge. What is the right approach for allocating portfolio alpha? Maximizing alpha, minimizing…

September 21, 2017

Stress testing correlation – The positive correlation stress test

When it comes to stress testing market portfolios one idea has been finding increasing traction with risk management teams.  The…

June 18, 2017