sequence risk
1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Nov 9, 2020 by Karyn Williams · across every show →
Everything said about sequence risk, oldest first
Nov 9, 2020 bearish
Williams: Mean-variance optimization ignores fat-tail market drops and sequence risk
“For most mean variance optimization problems, you're throwing away the most important information. So think about making a decision about a loss limit over an investment horizon, and you have a real balance sheet to protect, but you're not actually taking into…”