Some highlights from the Seven -
Asset Portfolio article by professor Craig Israelsen:
Not exact matches
To see how a passive income
asset allocation model
portfolio might look in the real world, read this
article, which provides a break down of different
asset classes and percentages that might be appropriate for someone wanting to live off the dividends, interest, and rents of his or her capital.
Figuring out the right real estate
asset allocation can be a challenge but it's one that you can meet with help from this
article detailing some of the different ways you can gain exposure to the
asset class in your
portfolio.
Indeed, Finke said that he's most proud of a series of
articles that he wrote last year along with American College professor Wade Pfau and David Blanchett, head of retirement research at Morningstar, that looked at the impact of low
asset yields on the sustainability of retirement
portfolios.
Tocqueville Gold Monitor [PDF] John Hathaway Senior
Portfolio Manager © Tocqueville
Asset Management L.P. October 12, 2015 This
article reflects the views of the author as of the date or dates cited and may change at any time.
Jack's recent
article on TheStreet.com lays out his case for considering cryptoassets as an alternative
asset class for
asset allocation modeling in your investment
portfolio.
The purpose of my
article was simply to suggest that small cap value should be one of many
asset classes in a properly diversified
portfolio.
That
article described the risk - adjusted performance of building a multi-
asset portfolio that utilized seven
asset classes: US large stock, US small stock, non-US stock, real estate, commodities, US bonds, and cash.
This
article discusses personal investment
portfolio asset allocation and some considerations about where to hold different classes of financial
assets from the standpoint of more optimal taxation.
To hold one
asset class to a different inflation standard than the others will substantially confuse any analysis of a mixed
asset portfolio as discussed more in
Article 8.6 (coming soon).
Bonds have a role to play in virtually every investor's
portfolio (See the
article on
Asset Allocation for more information.)
Let's say your target
asset allocation (see my previous
article on
asset allocation) calls for 30 % of your $ 100,000
portfolio to be invested into investment grade bonds ($ 30,000).
The analysis in the «Achieving Success with Target Date Funds»
article assumes the same kind of early investment (s), but uses Monte Carlo simulated returns in a
portfolio of all small - cap value plus emerging markets then diversifies adding the rest of the Ultimate Buy and Hold
asset classes as well as fixed income in the later years.
A buy and hold
portfolio since 2008 had 22.4 % volatility and a -46.28 % drawdown (despite being allocated across 5 seemingly diverse
asset classes) and, frankly, disappointing results (results from ETF Replay include dividends, the chart below has been updated to include this week's returns so may differ slightly from the first
article):
Part 1 of this
article looked at the ways in which superannuation funds and other institutional investors build «multi-manager» equity
portfolio structures in an attempt to spread the benefits of diversification within, and not just across,
asset classes.
2015 Bernstein Fabozzi / Jacobs Levy Outstanding
Article Award for «A Study of Low - Volatility
Portfolio Construction Methods» in the Journal of
Portfolio Management 2013 Bernstein Fabozzi / Jacobs Levy Outstanding
Article Award for «The Surprising Alpha from Malkiel's Monkey and Upside - Down Strategies» in the Journal of
Portfolio Management 2013 William F. Sharpe Award - ETF / Indexing Paper of the Year for «A Framework for Examining
Asset Allocation Alpha» in the Journal of Index Investing 2011 CFA Institute Graham and Dodd Scroll Award for «A Survey of Alternative Equity Index Strategies» 2011 Financial Analyst Journal Readers» Choice Award for «A Survey of Alternative Equity Index Strategies» 2009 Outstanding Service to UCLA Anderson School of Management 2008 Institutional Investor 20 Rising Stars of Hedge Fund Award 2005 William F. Sharpe Award - Best Index Research for «Fundamental Indexation»
This
article is written by George Marotta, the founder, senior advisor and a
portfolio manager with Marotta
Asset Management, Inc. and a Research Fellow at the Hoover Institution, Stanford University in northern California:
The 22 August 2011
article Saving your
portfolio's tail — at a price contrasts James Montier view on not buying expensive tail risk insurance to that of Diversified Global
Asset management, a Canadian fund manager that successfully used tail risk insurance to hedge his
portfolio from the volatility in early August 2011.
This
article presents a framework for determining the contributions of different aspects of the investment management process —
asset allocation policy, active
asset allocation, and security selection — to the total return of investment
portfolios.
Patents will surely continue to prove an attractive
asset for investors, as the
article suggests — Intellectual Ventures, the largest single investor in patents, has started selling off some of its
portfolio to buyers who aren't opposed to litigation as a way to monetize their investments.
A recent Forbes Magazine
article offers advice specifically to women about
assets in a financial
portfolio that they might overlook when working on the division of those
assets in a divorce.