RT Journal Article SR Electronic T1 How Important Is Money Management? JF The Journal of Trading FD Institutional Investor Journals SP 58 OP 75 DO 10.3905/jot.2007.688950 VO 2 IS 3 A1 Paul Lajbcygier A1 Eugene Lim YR 2007 UL https://pm-research.com/content/2/3/58.abstract AB Money management asks: given a trading system, how much should be risked per trade? We overlay two money management techniques on a popular profitable trading rule provided in Levich and Thomas [1993] and compare them with naive money management. We find that money management, although often neglected, is crucial in enhancing trading system performance.TOPICS: Portfolio construction, performance measurement