"Des waerelds doen en doolen, is maar een mallemoolen,"

"Des waerelds doen en doolen, is maar een mallemoolen," engraving from Het Groote Tafereel der Dwaasheid, 1720.

"The actions and designs of the world go round as if in a mill." South Sea bubble financial crisis.

Saturday, July 7, 2012

Does finance has a natural size limit ?














The murky world of hedge fund suggests that there is some truth in it. From Bloomberg's interview with Richard Maraviglia, a small hedge fund manager who outperformed better-known rivals managing billion: 
“If you want strong outperformance, a smaller fund has a better chance of producing that,” said Maraviglia, who plans to close his hedge fund to new money after receiving commitments from investors for the $250 million. “How big an allocation can a big fund make to a great trading idea for it to make much of a difference in their total portfolio?”
 This points to a dilemma between the size and efficient captital allocation. Would the same reasoning be valid at the whole financial sector level ?

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