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  • The Humble Arithmetic of Portfolio Management [View article]
    Great article, thank you! I thoroughly enjoyed it. I forwarded to several friend, colleagues and clients.

    I follow an extreme diversification approach. Then I throw on top, what I call dynamic rebalancing.

    I have an overall guiding asset allocation model for my portfolios. I then use %risk position sizing for each holding in a class. Then I employ a simple dynamic harvesting/rebalancing strategy. When a holding rallies 25% above its given allocation, I look to take profits. When an allocation falls 25% below its given allocation, I look to add.
    May 09 11:22 am |Rating: 0 0
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