Tag: asset allocation (Page 1 of 2)
A robust portfolio is better than an optimal one. Mitigating the risk of incorrect capital market assumptions is important in mean variance optimization.
Embracing conflict in asset allocation by using multiple approaches can help investors harvest the sizable benefits of process diversification.
In this research commentary, we perform a risk decomposition on traditional asset allocations and find exhibit extremely high risk concentrations.
Expected equity returns are depressed due to high valuations. A significant bear market would move expected returns closer to historical norms.
Impact of High Equity Valuations on Safe Retirement Withdrawal Rates
By Justin Sibears
On August 14, 2017