Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for December 2024 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for December 2024 (Final)
1st ETF 2nd ETF 3rd ETF

Static or Dynamic Asset Class Allocations?

November 26, 2024 • Posted in Strategic Allocation

Success of dynamic asset class allocations assumes that expected asset class returns, return riskiness and investor risk aversion change at least somewhat predictably over time. Are individual investors truly better off with dynamic (rather than static) allocations? In their October 2024 paper entitled “Victor Meets the Bogleheads: Comparing Static versus Dynamic Asset Allocation”, Victor Haghani and James White focus on the modest differences between static and logic-driven dynamic allocation strategies. Based on their experiences as research analysts and investment managers, they conclude that: (more…)

Please or subscribe to continue reading...
Gain access to hundreds of premium articles, our momentum strategy, full RSS feeds, and more!  Learn more

Daily Email Updates
Login
Questions?