As an example, what sort of portfolio should you set up for your money. Taleb's recommendation is to avoid all kinds of "risk-modeling" and to invest 80 - 90% in highly conservative investments and the remaining 10% in ultra risky ones. He calls this a barbell investment. Positive black swan events from the ultra risky bets will still get you a nice return and the negative black swan events won't wipe you out.
