Section
portfolio management
300 posts
What Makes a Slam-Dunk Portfolio?
What Makes a Slam-Dunk Portfolio? By Frank Holmes, CEO and Chief Investment Officer, U.S. Global Investors March 21,…
Your Very Own Black Swan Strategy
by A Wealth of Common Sense “In the world of finance, the only black swans are the history…
What Areas of the Market Will Remain in the Limelight?
What Areas of the Market Will Remain in the Limelight? By Frank Holmes., CEO and Chief Investment Officer,…
Can Investors Make Meaningful Decisions Using Track Records? (GestaltU)
NFL Parity, Sample Size and Manager Selection by Adam Butler, GestaltU We’ve been discussing issues around statistical significance…
Faber’s Ivy Portfolio: As Simple as Possible, But No Simpler (GestaltU)
by Adam Butler, GestaltU We’ve been discussing sources of performance decay, degrees of freedom, and the implied statistical…
Rick Ferri: Why Correlation Doesn't Matter Much
by Rick Ferri Correlation analysis in portfolio management design is overrated. There isn’t much benefit derived from relying…
Why Rebalancing Has Become Even More Important for Investors
REITs, Asset Allocation, & The Correlation Headwind by Capital Spectator Morningstar’s Samuel Lee warns “that REITs' diversification powers…
Stay Out of the Bottom Quartile – Look for Fund Managers with Large Active Share (David Merkel)
by David Merkel, Aleph Blog If you are a money manager, you would like to be in the…
Portfolio Rebalancing is Not One-Size Fits All (Capital Spectator)
Rebalancing "Mistakes" by Capital Spectator Paul Merriman concludes that “rebalancing could be a huge mistake.” Perhaps, although it…
Many Investors Are Still Under-Diversified
by Capital Spectator The Crucial Connection: Asset Allocation & Rebalancing The link between asset allocation and rebalancing is…
Better Beta is No Monkey Business
by Patrick Rudden, AllianceBernstein The infinite monkey theorem states that a monkey hitting keys at random on a typewriter…
Why Investors So Focus on Down Market Performance (SSRN)
Fund Flows in Rational Markets by Francesco A. Franzoni, University of Lugano; Swiss Finance Institute and Martin C.…
The Secret to Fishing (Visscher)
by Steven Visscher, Mawer Investment Management I recently went fishing for the first time. My expectations were pretty…
Why More is Less
by Tom Brakke, Research Puzzle Published in early 2004, The Paradox of Choice by Barry Schwartz carried the…
Alfred Lee: The Taper Tantrum (July 11, 2013)
The Taper Tantrum BMO ETF Portfolio Strategy Report by Alfred Lee, CFA, CMT, DMS, Vice President, BMO ETFs,…
