Sentences with phrase «static strategic asset»

We also demonstrated the conceptual and empirical validity of implementing portfolio allocations based on a true risk target that is commensurate with each individual's risk tolerance, rather than on static Strategic Asset Allocation percentages.

Not exact matches

James Montier is incensed by the ubiquitous calibration of strategic asset allocation with «static» asset allocation because static allocation makes no accommodation for the fact that market valuations and commensurate expected returns fluctuate dramatically over time.

In this May 2010 article called I Want to Break Free, or, Strategic Asset Allocation does not equal Static Asset Allocation James Montier talks about in the beginning investing was a simpler and happier.

James Montier, one of our favourite thinkers and fellow evangelist for behavioural economics and evidence based investing, published a great report last year entitled, «I Want to Break Free, or, Strategic Asset Allocation ≠ Static Asset Allocation ``.