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Risk Parity Funds WSJ

February 6, 2012
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Risk Parity Funds-WSJ.comInteresting article in the WSJ about risk parity funds this morning.  We are big believers in the approach but as the article points out there are some problems—high use of leverage, large exposure to bonds in a low rate environment, not taking macro […]

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Itchy Investors Ramp Up The Risk

February 6, 2012
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Itchy Investors Ramp Up The Risk-WSJ.comThe longer the Fed leaves interest rates low the more it hurts people who save money in CDs and bank accounts.  The Federal Reserve is presenting a broad swath of conservative investors, from retirees and college savers to banks and […]

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Itchy Investors Ramp Up The Risk

February 6, 2012
|
0 Comments
|

Itchy Investors Ramp Up The Risk-WSJ.comThe longer the Fed leaves interest rates low the more it hurts people who save money in CDs and bank accounts.  The Federal Reserve is presenting a broad swath of conservative investors, from retirees and college savers to banks and insurance […]

Read more →

Volatility Responsive Asset Allocation

February 3, 2012
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Volatility Responsive Asset AllocationInteresting paper from Russell that dovetails on some of our research.  They apply volatility to a fixed asset allocation and find that using volatility to adjust weights between stocks and bonds beats the fixed allocation.  A better approach is to use volatility to […]

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