This feature presentation introducing Hybrid Portfolio Theory was introduced in a 6.17.09 webinar hosted by Investment Advisor magazine and sponsored by Ameritrade that was attended exclusively by investment professionals.
If you would like to listen to the archived webinar (which includes the audio and some Q&A) you can do so at this link.
Album: Feature Presentation, Kutt Calhoun, 2008
Popularity: 34% [?]
Thanks for posting this. I missed the live presentation but will listen to the recording soon. I think it’s a good thing that you’re challenging conventional wisdom in these areas.
I look forward to discussing these concepts with you further.
we have been doing this strategy for 7 years with average return of >20% p.a. The Fund only invests up to 25% of the portfolio in long dated options and the rest in cash. 2008 return +73%. Great strategy coz the correlation tends to MINUS one in big risk aversion periods coz we are long volatility.
Glad to see the ” barbell” strategy is getting airtime.
Keep up the good work