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.
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. Mark Hurley seems to be addicted to predicting the future. Which means?
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Random Roger's Retirement Planning
JUNE 27, 2022
Quite a few years years ago, like maybe 15, I wrote several posts about an idea for portfolio construction from Nassim Taleb where he said he put 90% of his money in T-bills from around the world and then put the remaining 10% in very aggressive holdings with great potential for asymmetric returns. NFDIX gives the portfolio/index 11.2%
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.
Brown Advisory
SEPTEMBER 22, 2017
Hundreds of academic studies and thousands of media commentaries have taken different angles on this issue, with the conversation centered on one key question: Does the incorporation of ESG factors in portfolios help, hurt, or do nothing to returns? Can we also generate predictable utility from managing portfolios around an "ESG factor?"
Brown Advisory
SEPTEMBER 22, 2017
Hundreds of academic studies and thousands of media commentaries have taken different angles on this issue, with the conversation centered on one key question: Does the incorporation of ESG factors in portfolios help, hurt, or do nothing to returns? Can we also generate predictable utility from managing portfolios around an "ESG factor?"
Brown Advisory
JUNE 21, 2017
As professional investors have found it increasingly challenging to meet or exceed market benchmarks, many of their clients have grown disillusioned with active management. In theory, the odds of choosing correctly should be 50% (ignoring fees), but, as we’ve said, more managers have underperformed lately than outperformed.
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