Discipline Funds

FEBRUARY 21, 2023

Traditional portfolio management applies allocation models that account for risk per unit of return, but fail to account for the problem of time within this process. The All Duration Investing approach adds the element of time by quantifying a portfolio for returns per unit of risk across time.

Asset Allocation 52

Asset Allocation Investing Investments Portfolio Management 52

Inside Information

DECEMBER 26, 2023

He published a number of white papers around the turn of the century that predicted a dystopian professional landscape composed of a small handful of giant RIAs and a few smaller firms scurrying under their feet, looking for table scraps. This white paper is an echo of Hurley’s original forecasts. Which means?

Wealth Management 40

Wealth Management Clients Management Numbers 40

Random Roger's Retirement Planning

JUNE 27, 2022

According to this white paper from ReSolve and Newfound, it does. Back to the white paper linked above from ReSolve and Newfound who built a return stack portfolio that is far more sophisticated than my examples. Does it do what it's supposed to? 1.25X and 1.5X

Portfolio 40

Portfolio Math Management Investing 40

ClearMoney

NOVEMBER 4, 2021

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.

Asset Allocation 52

Asset Allocation Commission Portfolio Distribution 52

Brown Advisory

SEPTEMBER 22, 2017

The Journal of Portfolio Management 40(2): 18-29. Deutsche Asset & Wealth Management White Paper. Journal of Portfolio Management. Journal of Portfolio Management. Hammond, and W. Can Alpha Be Captured By Risk Premia?" Springsteel. Journal of Environmental Investing 8(1). Clark, G.,

Portfolio 52

Portfolio Investing Investments Management 52

Brown Advisory

SEPTEMBER 22, 2017

The Journal of Portfolio Management 40(2): 18-29. Deutsche Asset & Wealth Management White Paper. Journal of Portfolio Management. Journal of Portfolio Management. References. Hammond, and W. Can Alpha Be Captured By Risk Premia?" Springsteel. Journal of Environmental Investing 8(1).

Portfolio 52

Portfolio Investing Investments Management 52

Brown Advisory

JUNE 21, 2017

This assertion is open to debate and in fact has been refuted by various studies, but it gives some investors pause when considering active managers for their portfolios.

Investing 52

Investing Investments Portfolio Management 52