Look Through Position Sizing
topic on 1 show · 1 statements across 1 episodes
1 statements about Look Through Position Sizing, every show
Bergstrom: Corbin Capital caps look-through single security risk at 100 basis points
“Everything that we do has a pretty strong look through to underlying position sizing. So we are willing to take a hundred basis point look through security level risk. We certainly routinely want to carry 40 or 50 basis point look through single security risk.”