Evidence-Based Rebalancing
Today’s post looks at a recent paper from MAN AHL about strategic rebalancing.
Category: Passive & Assets
Dirty Portfolios – Mount Lucas
Today’s post looks at an article from last year on the Mount Lucas blog about adding Managed Futures to Lazy Portfolios, to form what Mount Lucas calls Dirty Portfolios.
Active Investing 2 – What should I do?
Today’s post is the second of two about where active investing fits into an investor’s overall strategy.
The Role of Active Investing
Today’s post is about where active investing fits into an investor’s overall strategy, and how that role is changing.
Hamptons on Buy to Let 2023
Today’s post looks at a recent report from the property agency Hamptons on the state of the UK buy-to-let market.
Qian on RP
Today’s post looks at three papers from Edward Qian, who first used the term Risk Parity.
Hamptons on Buy to Let
Today’s post looks at an old report from the property agency Hamptons on the state of the UK buy-to-let market in 2021.
How many stocks?
Today’s post looks at a recent paper from NDVR called How Many Stocks Should You Own?
RP: Silver Bullet or Bridge Too Far?
Today’s post looks at a 2018 study from the CFA on Risk Parity.
Peak Passive – Man
Today’s post looks at a couple of papers (written more than five years apart) from the Man group on the rise of passive investments.
Vanguard on Portfolio Construction
Today’s post looks at a paper from Vanguard on their approach to Portfolio Construction.
