Flirting with Models cover image

Jim Masturzo - Tactical Asset Allocation (S3E4)

Flirting with Models

CHAPTER

How Do You Control for Unintended Bets in Portfolio Construction?

Cameron: I always talk about it sort of portfolio construction is long short portfolios all the way down. You start with your bench market, and you just layer on all these long short trades that ultimate net out to be your new portfolio. How do you think about trying to control for some of these unintended bets in portfolio construction? That's a great question. And again, this is back to the what are we missing from the economic perspective? A great example i like to talk about is long m short commodities. But when you think about them together, that wy is so important.

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