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Your Optimal Investment Portfolio Redux
In my last post I walked through the math of building a Kelly-optimal investment portfolio. Plug in some expected returns, volatilities, and correlations, run an optimizer, and boom you’ve got your portfolio weights. Easy, right? Well, sort of. After writing that I got to thinking about some things I glossed over that actually matter a…
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Your Optimal Investment Portfolio
We’ve talked before about how to size bets and the interesting math behind it, the Kelly Critereon. A reasonable thought one might have after reading reading about Kelly is, “Gee, I have retirement investments, which are effectively bets on different stocks, bonds, and the like, and I would like to optimize my returns. What is…
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Is There Way to Reverse Population Decline?
It’s hard not to notice population decline in pretty much all western nations. I recently came across an article stating Japan’s birthrate fell 5.7% in just one year marking the 16th straight year of decline and the lowest on rate since records began in 1899 (that includes during World War II!). And Japan is far…
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Nate Clark's Writing 