Financial Softbank ousts Neumann in WeWork bailoit |
Softbank ousts Neumann in WeWork bailoit Posted: 22 Oct 2019 08:04 AM PDT
| ||
Tail risk insurance and order volume - paper profits and re-balancing asset classes Posted: 22 Oct 2019 07:44 AM PDT Does the inclusion of tail risk insurance improve the performance of a portfolio of periodically rebalanced asset classes? If you look at information like the Universa materials: https://www.universa.net/riskmitigation.html, they argue that including tail-risk insurance can jack up returns over time. I'm wondering whether they are right. I don't doubt that if you run the numbers and re-balance a simulated portfolio including tail insurance that the results will be better. I'm doubting that enough of the tail-insurance gains are realized to have the desired effect. For example, WSJ had a story on Universa a while back: https://www.wsj.com/articles/nassim-talebs-black-swan-fund-made-1-billion-this-week-1440793953 and the tasty trade guys did a video arguing that while there probably were some paper gains on that scale, they couldn't have been realized because there wasn't enough volume of order flow. https://youtu.be/NEhEQD0YyF0?t=308 Does anyone have a more informed view on this? [link] [comments] |
You are subscribed to email updates from Financial news and views. To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
Google, 1600 Amphitheatre Parkway, Mountain View, CA 94043, United States |
No comments:
Post a Comment