Rethinking 60-40 – Part 4
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
Risk Parity Radio Lazy Portfolios
Today’s post looks at the Lazy Portfolios on the Risk Parity Radio Website.
Risk Parity and The Covid Crash
Today’s post looks at an article from Markov Process International on the performance of Risk Parity funds through the Covid Crash of 2020.
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.
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.
Good Robot? US Robo-Advisors
Today’s post looks at the portfolio construction methods used by a couple of US Robo Advisors.
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.
