Category Archives: Asset Allocation

Mohnish Pabrai on Cloning as a Strategy

Posted on October 31, 2013 by Nupur Bang

by Nupur Pavan Bang1 and Vikram Kuriyan2   This interview was first published by the Global Association of Risk Professionals on October 29, 2013. http://www.garp.org/risk-news-and-resources/2013/october/mohnish-pabrai-on-cloning-as-a-strategy.aspx     As a hedge fund manager, Mohnish Pabrai does not have to be fully … Continue reading →

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Concentration: the case for putting all your eggs in one basket

Posted on September 30, 2013 by Nupur Bang

by Nupur Pavan Bang[1] and Khemchand H Sakaldeepi[2]   This article was first published in the Financial Times, FTfm, on September 30, 2013 http://www.ft.com/cms/s/0/d4e511fc-250f-11e3-bcf7-00144feab7de.html#axzz2gLgr9ACE   Is diversification the best way to invest in the market today? Not really. The portfolios … Continue reading →

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Put India’s Gold to Work

Posted on May 3, 2013 by Nupur Bang

This article was first published in the Financial Times, Beyond Brics, on May 1st 2013 http://blogs.ft.com/beyond-brics/2013/05/01/guest-post-put-indias-gold-to-work/#ixzz2S7f5RUMg Co-Author: Saumya Rastogi (Intern, CFI) When gold prices fell below $1400 in mid-April, investors across the globe panicked and tried to exit their gold-based … Continue reading →

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Diversified Asset Allocation

Posted on January 26, 2013 by adityarana

A diversified asset allocation methodology should be the  hallmark for any investment portfolio which has the objective of providing returns which meet desired objectives, with a relatively low level of risk. Traditional methods of  asset allocation, based on either  the simple 60(equities)/40 … Continue reading →

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A Simple Solution for Tail Risk

Posted on October 16, 2012 by Nupur Bang

FFTW’s Thomas Philips on an enhancement to mean-variance optimization The interview was first published by the Global Association for Risk Professionals on October 16th 2012 http://www.garp.org/risk-news-and-resources/2012/october/a-simple-solution-for-tail-risk.aspx?altTemplate=PrintStory In scenarios that are simply not accounted for in classical theories of finance, how … Continue reading →

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