Not exact matches
In their November 2016 paper entitled «
Applying a
Systematic Investment Process to Distributive Portfolios: A 150 Year Study Demonstrating Enhanced Outcomes Through Trend Following», Jon Robinson, Brandon Langley, David Childs, Joe Crawford and Ira Ross compare retirement portfolio performances for variations of the following three
strategies that may hold a broad stock market index, a 10 - year government bond index or cash (3 - month government bills) in the U.S., UK or Japan:
Fellows establish independent research programs prior to accepting faculty positions, and develop and / or
apply systematic, unbiased and comprehensive
strategies — computational and / or experimental — to tackle these challenges.
For those new to the site, my argument is that a
systematic application of the deep value methodologies like Benjamin Graham's liquidation
strategy (for example, as
applied in Oppenheimer's Ben Graham's Net Current Asset Values: A Performance Update) or a low price - to - book
strategy (as described in Lakonishok, Shleifer, and Vishny's Contrarian Investment, Extrapolation and Risk) can lead to exceptional long - term investment returns in a fund.
Achieve this through low - correlated
strategies, short and medium - term investment methods, and
applying market risk (
systematic risk) timing techniques that are typically different from those in the «core» portion, but still consistent with the mission statement and goals and objectives of the Investment Plan.
Ufenau V will pursue the same successful investment
strategy as its predecessor funds, with a focus on
applying a
systematic Buy - & - Build
strategy to majority investments in: