The Best Investment Writing Volume 5: Vineer Bhansali, LongTail Alpha - Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities

The Meb Faber Show - Better Investing

The Idea Farm

Business, Investing, Management

4.7 • 938 Ratings

🗓️ 19 November 2021

⏱️ 11 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

Last year we brought listeners the entire volume of The Best Investment Writing Volume 4, in audio format, right here on the podcast. Listeners loved it, so we’re running it back again this year with The Best Investment Writing Volume 5. You’ll hear from some of the most respected money managers and investment researchers from all over the planet. Enough from me, let’s let Vineer take over this special episode. To read the original piece, click here. ----- Follow Meb on Twitter, LinkedIn and YouTube For detailed show notes, click here To learn more about our funds and follow us, subscribe to our mailing list or visit us at cambriainvestments.com ----- Today’s episode is sponsored by The Idea Farm. The Idea Farm gives you access to over $100,000 worth of investing research, the kind usually read by only the world’s largest institutions, funds, and money managers. Join today and get access to quarterly CAPE ratios, an excel quant backtester and the entire research library. Learn more about your ad choices. Visit megaphone.fm/adchoices

Transcript

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0:00.0	Welcome podcast friends we have a fantastic episode for you today.
0:11.0	Last year we published the Best Investment Writing, volume four.
0:15.2	We offered authors the opportunity to record an audio version of their chapter to be released
0:19.4	as a segment of the podcast and listeners loved it.
0:22.4	This year, we're once again bringing you the entire
0:24.4	volume of the best investment writing, volume 5 in podcast format. You'll hear from some of the
0:30.0	most respected money managers and investment researchers from all over the world.
0:34.7	Enough for me, let's get to our guest and let them take over this special episode.
0:38.4	Hi, this is Veneer Bancollie, chief investment officer of Longtail Alpha LLC, Newport Beach, California-based firm.
0:48.0	We specialize in risk mitigation strategies including tail risk hedging and trend following and various other methods that we use for managing portfolio risk both on the left side and the right side.
1:01.0	I've written a number of books on the topic and today I will discuss our
1:06.6	paper Diversifying Diversification. Downside Risk Management with a portfolio of
1:12.2	insurance securities. This paper was published. risk management.
1:14.0	This paper was published in the Journal of Portfolio Management and it was Jeremy Holden
1:19.0	who was a research strategist here at Long tell Alpha and myself.
1:24.0	Our key findings are the following that many securities
1:28.0	strategies such as gold, Swiss franc, bond futures,
1:31.0	S&P 500, index Foot Options, Trend Following, they all work for risk
1:36.5	mitigation and different people emphasize the importance of different strategies and
1:42.4	securities.
1:43.5	Some people argue for trend following being the best strategies,
1:46.3	some people argue for left tail hedging being the best strategy.
	...

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