Section
portfolio management
300 posts
The Permanent Portfolio
by Michael Batnick, The Irrelevant Investor For the last 35 years, the classic 60/40 portfolio returned 10.5% a…
Worldâs Largest Institutional Investors Expecting More Asset Allocation Changes Over Next Two Years Than In The Past
by Fidelity Canada InstitutionalSM With More Asset Allocation Changes Expected Globally, Institutional Investors May Find Value in Examining…
Momentum: Letting the Cheap Get Cheaper?
by Corey Hoffstein, Newfound Research This blog post is available as a PDF here. As an investment strategy,…
Factor Shift: What ISNâT Working Anymore
by Jennifer Thomson, Gavekal Capital Regular readers are aware of our research showing that the Knowledge Effect is really…
Is That Leverage in My Multi-Factor ETF?
Is That Leverage in My Multi-Factor ETF? by Corey Hoffstein, Newfound Research This blog post is available as…
No, You Shouldnât Invest Like Yale
by Roger Nusbaum, ETF Strategist, AdvisorShares The Yale University endowment recently announced its return for the year ending…
A Pressure Release Valve For Your Portfolio
by Ben Carlson, A Wealth of Common Sense The markets have a way of making investors fearful whether stocks…
Alpha's measurement problem
Alpha's measurement problem by Corey Hoffstein, Newfound Research Summary Alpha is the holy grail of asset management: risk-free…
Investors Have Been Twice as Likely to Pick a Stock Down 20% Than Up 20% YTD
Investors Have Been Twice as Likely to Pick a Stock Down 20% Than Up 20% YTD by Eric…
White Knuckling It
White Knuckling It By Cliff Stanton and Jeremy Frank, 361 Capital A recent headline in Fundfire proclaimed âInstitutions…
Clifford Asness: My Factor Philippic
My Factor Philippic by Clifford Asness, Ph. D. AQR Capital Management, Inc. Here is a link to my…
Midyear Outlookâpart 3: Portfolio positioning as rates rise
Midyear Outlook--part 3: Portfolio positioning as rates rise by Aldo Ceccarelli, CFA, Wells Fargo Asset Management In the…
Multi-Step Approach To Evaluate Smart Beta ETFs (6/20/16)
Multi-Step Approach To Evaluate Smart Beta ETFs (6/20/16) by Bob Simpson, Synchronicity Performance Consultants Smart Beta ETFs provide…
High yield plays a supporting role
High yield plays a supporting role by Matt Tucker, CFA, Head of Fixed Income, Blackrock Matt Tucker takes…
Using Systematic Equity Strategies
Using Systematic Equity Strategies by Dimitris Melas, Global Head of Equity Research, MSCI Top-down managers assess the economic…
