Convex vs Concave Decisions

Seek asymmetric opportunities where upside exceeds downside.

Convex: limited downside, unlimited upside. Concave: limited upside, unlimited downside. Smart decisions favor convexity.

Asymmetry Matters

Expected value matters more than outcome probability. A 10% chance of $1 million has $100K expected value. That's worth more than 90% chance of $10K.

Limited downside, unlimited upside: take it.

Finding Convexity

Seek convexity. Avoid asymmetry that hurts.

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