PORTFOLIO CONSTRUCTION
Make every position answer to the portfolio.
A cross-strategy framework for sizing, concentration, liquidity, correlation, downside, and changing opportunity cost.
View frameworkINVESTMENT MAP / INFRASTRUCTURE
01CONVICTIONRESEARCH
02SIZINGUNDERWRITE
03LIQUIDITYRESEARCH
04CORRELATIONUNDERWRITE
05DOWNSIDERESEARCH
RENVELL HARBORRESEARCH · UNDERWRITE · EXPRESS · MANAGE
Strategy overview
Research and risk,
connected from the start.
Individual ideas do not exist in isolation. Portfolio construction compares the expected asymmetry of each position with the risks it adds, the exposures already present, available liquidity, and alternative uses of capital.
Research focus
Variables that shape
the underwriting.
Concentration
Correlation
Liquidity
Factor exposure
Scenario analysis
Hedging
Drawdown
Opportunity cost
Rebalancing
Investment workflow
From thesis to
portfolio decision.
Normalize the thesis
Translate strategy-specific underwriting into comparable conviction and downside terms.
Map exposures
Identify factor, catalyst, issuer, industry, geography, and liquidity concentrations.
Allocate risk
Size positions based on asymmetry, diversification, market depth, and portfolio objectives.
Reassess continuously
Shift capital as conviction, correlation, liquidity, or opportunity cost changes.
Portfolio context
One opportunity set,
not isolated silos.
Portfolio construction is the common layer across macro, equities, event-driven, and opportunistic credit rather than a separate investment silo.
Institutional inquiries
Private access for authorized relationships.
Contact Renvell Harbor for institutional, family office, fund administration, or counterparty inquiries.
Contact the firm