Flirting with Models cover image

Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)

Flirting with Models

00:00

The Benefits of a Linear Portfolio Solution

The utility function that you've embedded into NEBO exhibits this asymmetric preference with respect to target wealth. If we maybe say instead of a perfectly linear amount, it's a nonlinear amount of pain or for overshooting, you actually have a minor benefit. How much does the actual portfolio result materially differ at the end of the day? It depends how aggressively you change the utility function.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app