Browsing Category
portfolio management
297 posts
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…
February 25, 2014
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…
February 20, 2014
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…
January 27, 2014
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…
January 9, 2014
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…
December 16, 2013
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…
November 21, 2013
Many Investors Are Still Under-Diversified
by Capital Spectator The Crucial Connection: Asset Allocation & Rebalancing The link between asset allocation and rebalancing is…
October 25, 2013
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…
October 10, 2013
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.…
September 18, 2013
The Secret to Fishing (Visscher)
by Steven Visscher, Mawer Investment Management I recently went fishing for the first time. My expectations were pretty…
August 13, 2013
Why More is Less
by Tom Brakke, Research Puzzle Published in early 2004, The Paradox of Choice by Barry Schwartz carried the…
August 13, 2013
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,…
July 15, 2013
Many Will Not Retire; What About You?
by David Merkel, Aleph Blog Retirement. A concept of the late 1800s to the present. Easy to swallow…
July 10, 2013
Investing in Water: Rising Demand Brings New Opportunities
July 9, 2013 by Michelle Gibley, CFA, Director of International Research, Schwab Center for Financial Research Key Points…
July 10, 2013
U.S. Equity Strategy 2013 Mid-Year Update (Ryan Lewenza)
Here is Ryan Lewenza's (TD Wealth, VP and Sr. U.S. Equity Strategist) mid-year update on the U.S. equity…
July 8, 2013