Comments on: Hybrid Theory (Building Better Portfolios with HPT)

By: Jeffs Daughter

Jeffs Daughter — Sat, 11 Dec 2010 19:03:57 +0000

Awesome blog dad!

By: Venture Populist » Blog Archive » Food For Thought Substitute (The Illiquidity Premium)

Sun, 17 Oct 2010 17:59:19 +0000

[...] these advisors have embraced the progressive precepts of Hybrid Portfolio Theory yet require more accessible investment products than direct investments in private ventures to [...]

By: Venture Populist » Blog Archive » Exodus (Venture Financing via Equity Market Outflows)

Sun, 03 Oct 2010 23:08:27 +0000

[...] couple of years ago I introduced and advocated Hybrid Portfolio Theory as an alternative asset-allocation approach for the progressive advisor that held preservation of [...]

By: winstongator

winstongator — Wed, 19 May 2010 18:05:43 +0000

Let’s consider a 401k illiquid, but you also keep a cash fund. When times are good you put into both, when times are bad, you pull out of your cash fund, and try to keep funding your 401k. Your relative % in illiquids should track as it should.

A lot of this portfolio theory can be answered by ‘how big a rainy day fund do you need?’

By: winstongator

winstongator — Wed, 19 May 2010 17:38:53 +0000

Why wouldn’t you put all (or most of) your money on the B strategy? Obviously the volatility is not for the faint of heart, but if you’re counting on that to increase your rate of return, you’re assuming that B will deliver at least the low-risk rate, long term.

Part of the problem is that B-strategy investments are not always available. What would you have invested in around 2006-2007? Gold? Shorts of housing or stocks? It is safer to keep liquidity and then pour into the B-types when they come along. Keeping a constant % of the portfolio (vs. time) liquid doesn’t seem to make sense.

By: Venture Populist » Blog Archive » Playing The Angel

Venture Populist » Blog Archive » Playing The Angel — Mon, 28 Sep 2009 00:45:50 +0000

[...] the mindset should embrace private venture investments–for the benefit of their client’s portfolios, as well as, their practices. Yet, the majority of independent wealth managers should best leave [...]

By: Kamchako

Kamchako — Fri, 25 Sep 2009 05:45:26 +0000

This strategy is essentially what we’ve been running for a few years now. Essentially we run three model strategies at 70%A, 80%A, and 90%A, and for the B portfolio we blow it out shooting for the moon. Frontier markets, leveraged etfs, micro caps, and opportunistic trading utilizing etf’s for simplicity. No complaints here.

By: Arzu

Arzu — Tue, 22 Sep 2009 09:42:03 +0000

very interesting post..

this is what Taleb had proposed in his black swan book..this was even corroborated by a Profsssor of Boston University I happened to meet and listen to his presentation at the FPA conference at Boston last year..He in fact had been personally investing using this hybrid portfolio model..

cheers
partha;

By: Vincent Esposito

Vincent Esposito — Tue, 14 Jul 2009 20:13:00 +0000

Interesting conversation here. I think we are all looking for ways to manage risk in our clients portfolios. I have been doing my DD on systems like Dorsey Wright and VPM partners in search of a system that I can implement in my practice.
Want to talk shop with other successful, independent, forward thinking advisors? Check out http://www.advisorconnect.groupsite.com

By: partha iyengar

partha iyengar — Fri, 03 Jul 2009 19:40:06 +0000

very interesting post..

this is what Taleb had proposed in his black swan book..this was even corroborated by a Professor of Boston University I happened to meet and listen to his presentation at the FPA conference at Boston last year..He in fact had been personally investing using this hybrid portfolio model..

cheers
partha