Flav

Risk Management and Concentrated Positions

You can check last weekend's Barron's interview with Merril Lynch's top investment executive for more insights on the subject

Risk Management and Concentrated Positions

Geoff, once again, thanks. Maybe if you run it again now, the numbers will be much worse. Your articles are great, and you're very polite with readers' questions.
The reason i asked the first question was beacuse the main strategists of investment banks (what were investment banks) always make projections of posible market trajectories of no more than 2 years, and they say they use computational models, that's why i asked if a program like QPP could be useful for the short term, though you said to me in other question i asked you before that QPP makes long term projections

Risk Management and Concentrated Positions

Geoff, another question:
What's the tail risk for homebuilders like CTX or KBH?
Does it point to a brisk stock price change like it was for financials?

Risk Management and Concentrated Positions

Again, a great article. It is as explicative as useful.
Have a question, suppose you're just a trader, i mean, you're time horizon lasts no more than a month; does this kind of modelling is helpful for that kind of investment profile?
If you run a long-short fund, how does the model change in that circumstances? And in an only-short one?

Thanks Geoff, keep up with these great articles