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Macro scars can distort long-term capital allocation

Investors who successfully navigate and profit from a major financial crisis often suffer from psychological scars that lead to costly, prolonged over-hedging.

The argument

The hosts discussed how Fairfax made $4.6 billion betting against the housing bubble during the GFC, but subsequently wiped out years of operating income by shorting the S&P 500 and Russell 2000 in anticipation of another imminent crash. They argued that living through a crisis can make managers overweight the likelihood of subsequent tail-risk events.

Hear it yourself
"It took nearly five years and $500 million for the bet to eventually pay off, which netted Fairfax $4.6 billion during the GFC once it finally hit, which was about four times what Michael Burry made from his great financial crisis bet."
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Macro scars can distort long-term capital allocation · Zortix