Rethinking 60-40 – Part 3
Today’s post is our third visit in 2021 to the topic of whether the traditional 60-40 stocks/bonds portfolio still makes sense.
Category: Diversification
Hawk and Serpent #2 – Rise of the Dragon
Today’s post is about an update to an asset allocation paper we looked at last year – Hawk and Serpent, from Artemis Capital in Texas.
TOBAM – Maximum Diversification
Today’s post is about a lecture I attended a few months ago from TOBAM Investments, who specialise in Maximum Diversification.
Rethinking 60-40 – Part 2
Today’s post is our second visit in 2021 to the topic of whether the traditional 60-40 stocks/bonds portfolio still makes sense.
Rethinking 60-40
Today’s post is about whether the traditional 60-40 stocks/bonds portfolio still makes sense.
Hawk and Serpent
Today’s post is about a paper on asset allocation called Hawk and Serpent – from Artemis Capital in Texas.
Portfolio Optimisation – ReSolve Framework
Today’s post looks at a paper from ReSolve Asset management which offers a framework for Portfolio Optimisation.
Klement on Portfolio Construction
Today’s post looks at an old paper on portfolio construction by Joachim Klement.
