Risk: Speculative product. Capital at risk. Not a bank deposit. Not covered by any deposit-guarantee scheme.

Institutional investing

Institutional investors run capital that cannot afford unforced errors. Their frameworks are worth borrowing from.

The endowment model

Popularised by Yale's David Swensen: heavy allocation to diversifying alternatives, long horizon, disciplined rebalancing, and manager selection over market timing.

Risk budgeting

Institutions size positions by the risk they contribute, not the capital they consume. A 5% allocation to a volatile strategy uses more of the risk budget than a 20% allocation to short-duration bonds.

Why alternatives

Traditional 60/40 portfolios rely on equities and bonds to zig and zag independently. In regimes where both fall together, alternatives that earn from other sources become the diversifier.

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