The Full Montier: Absolute vs. Relative Value
James Montier, one of our favourite thinkers and fellow evangelist for behavioural economics and evidence based investing, published a great…
0Global CAPE Model Optimization
Check out our new whitepaper, published in collaboration with Mebane Faber, and based on his recently published ‘Global Value: Building…
Adaptive Asset Allocation for a Regime Agnostic ‘Balanced Fund’
In Adaptive Asset Allocation, Asset Allocation, Diversification, Institutional, Retail, Risk Parity, Systematic Investing onRisk Parity: Past its Prime This is a follow-on to our research on Adaptive Asset Allocation Our last article described…
Adaptive Risk Parity for a Better ‘Balanced Fund’
In Adaptive Asset Allocation, Correlation, Institutional, Retail, Risk Parity, Systematic Investing, Volatility onRebalancing Revisited Back in November of 2011 we published our first article introducing the concept of volatility sizing for asset…
The Evolution of Strong Groups
Recently Falkenblog pointed to a study he came across in Jonathan Haidt’s book, The Righteous Mind, on the dynamics of group selection in evolution.…
Volatility Harvesting and the Importance Of Rebalancing
We have now written about the importance of observing historical volatility when making rebalancing decisions (see here, here and here)…
Low Volatility as a Fiduciary Duty
Mike Moody, John Lewis and the Dorsey Wright team run a superb shop, and our views overlap about 80% of…
Balancing the Balanced Fund (Canadian Edition) with Dynamic Volatility Weighting
Prologue: This is a ‘Canadian-ized’ version of an article we published on Monday, December 19, 2011, which featured a study…
Balancing a Balanced Fund (Japan Edition) with Dynamic Volatility Weighting
Prologue: This is a ‘Japan-amized’ version of an article we published on Monday, December 19, 2011, which featured a study…
