Risk And Concentration
topic on 1 show · 1 statements across 1 episodes
1 statements about Risk And Concentration, every show
Bergstrom: Allocators lazily use total position count as a proxy for risk
“I think there's a fair amount of laziness in the industry in using number of positions as a proxy for risk and concentration, just because it's easier when really it needs to be about sort of the sizing of those positions and the upside downside potential in t…”