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- ReSolve Riffs with Lyn Alden: Why Your Money is Worthless and What This Expert is Doing About itIn this riveting discussion, we delve into the complexities of the global financial landscape and the potential pitfalls of traditional monetary systems with Lyn Alden, Founder of Lyn Alden Investment Strategy. We explore the implications of structural inflation, the rise of new monetary technologies like Bitcoin and stablecoins, and the potential future scenarios for developed […]
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Published: Path Dependency in Financial Planning, Retirement Edition
Read moreThe Miller Thompson / Reuters monthly Taxes and Wealth Management newsletter carried an article we authored on the importance of volatility and path dependency (a.k.a sequence of returns risk) for retirees. We are pleased to have been selected for publication, and hope that readers find value in our contribution. Taxes & Wealth Management: Path Dependency in Financial Planning, Retirement Edition
Forget active vs. passive. It’s all about factors.
Read moreWe just love a good debate, and there seems to be quite a heated debate at the moment about the relative utility of passive versus active investing. Perhaps this debate is as timeless as investment management itself, but a flurry of recent studies may have finally armed passive advocates with enough ammunition to settle the argument once and for all.
Published: Fallacies of the Fed Model
Read moreThe Journal of the Society of Actuaries held a contest for articles on investment myths, and we are honored to have had our article on ‘Fallacies of the Fed Model’ chosen for publication in this prestigious journal. We want to thank our co-authors, David Cantor and Kunal Rajani of PriceWaterhouseCoopers, for proposing this collaboration, and for their critical insights and analytical contributions. Our…
Setting Expectations for Monthly Trading Systems
Read moreSystematic researchers overwhelmingly use monthly holding periods to test strategies. This is probably driven by the availability of long-term monthly total return data for a wide variety of indexes, where daily data is more scarce. This is fine to a point, but investors may not be aware of just how sensitive results might be to day-of-the-month effects which may not persist…
Valuation Based Equity Market Forecasts: Q2 2014
Read moreAny analysis that relies on the past to offer guidance about the future makes the strong assumption that the future will in fact resemble the past. We have no guarantee that this will be the case. Many optimistic analysts assert that the invention of central banking, global communications and trade, robotics, 3D printing ….
GestaltU is a forum for research, opinion pieces, and educational material from the team at ReSolve Asset Management. Our views are driven by evidence based finance, with a special focus on asset allocation; factors and smart beta; retirement and endowment strategies, and; quantitative methods.