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Myth-Busting with Momentum: How to Pursue the Premium

ClearMoney

As with many things in life, the truth is somewhere between the extremes: While both simulated and real-world data suggest momentum may not be suitable as a driver of long-term asset allocations, we believe momentum considerations can be integrated in a cost-effective way to help inform daily portfolio management decisions.

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Investment Perspectives | Cool Change

Brown Advisory

As head of asset allocation research in our Investment Solutions Group, he is responsible for analyzing the relative attractiveness of various asset classes and investment strategies. Technology has also enabled analysts, portfolio managers and traders to improve their productivity. GDP than it was 100 years ago.

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Investment Perspectives | Cool Change

Brown Advisory

As head of asset allocation research in our Investment Solutions Group, he is responsible for analyzing the relative attractiveness of various asset classes and investment strategies. Technology has also enabled analysts, portfolio managers and traders to improve their productivity. GDP than it was 100 years ago.

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Transcript: Julian Salisbury, GS

The Big Picture

But in some ways, those events, and we saw it again in March of 2020, we saw it again around where you see these big moments where it draws people together. So what we find, and then of course we have a multi-asset solutions business where we talk to clients about the entirety of their portfolio, their strategic asset allocation models.

Assets 293
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Transcript: Greg Davis, CIO Vanguard

The Big Picture

But it was a tremendous experience because I had started off in bond trading, worked my way into portfolio management and running the bond indexing team for a number of years, and then I got asked to take this responsibility, which was much broader. DAVIS: Where international equities, because of valuations, probably 7% to 7.5%.

Portfolio 130
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Are Alternatives Right for Our Organization?

Brown Advisory

We believe that the investment return needed to achieve that objective should be the most important guidepost for a portfolio’s asset allocation. With traditional assets like stocks and bonds at high valuations, the implications for future returns of those assets may be underwhelming. Source: BLOOMBERG.

Assets 52
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Are Alternatives Right for Our Organization?

Brown Advisory

We believe that the investment return needed to achieve that objective should be the most important guidepost for a portfolio’s asset allocation. With traditional assets like stocks and bonds at high valuations, the implications for future returns of those assets may be underwhelming. Source: BLOOMBERG.

Assets 52