Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)
Flirting with Models
00:00
The Different Views of the World
An absolute risk for some might call it tail risk or max drawdown is the probability of not being able to meet your liabilities. Now, I believe a relative risk, relative return approach may be rational, but it's not always necessarily logical. The difference between it being rational and logical is that rationality can sometimes be influenced by emotions and sentiment in some cases.
Transcript
Play full episode
