Practical analysis for investment professionals

Portfolio Management


Time-Varying Risk Premia: Cochrane’s “Discount Rates”

"Discount rates vary a lot more than we thought. Most of the puzzles and anomalies that we face amount to discount-rate variation we do not understand."

Book Review: Trillions

Robin Wigglesworth has produced a book that is historical, entertaining, and thought-provoking.

Bridging the Fundamental–Quant Divide

Where is the common ground between quant and fundamental investing?

Book Review: Better than Alpha

This book provides the insights and tools investors need to improve their investing outcomes.

Retirement Income: Six Strategies

How can we mitigate sequence of returns risk (SoRR)?

On Investment Objectives and Risks, Clear Communication Is Key, Part 3

Portfolio Pi and Portfolio Eta are new decision metrics that connect investment objectives and risks.

Tactical Asset Allocation: The Flexibility Advantage

The end of the loose money era may offer an opportunity for tactical asset allocation.

Technical Analysis Revisited: Moving Averages = Above Average Returns?

How have moving averages performed as an investment strategy over the decades?

2022 US Wealth Management Outlook: All Aboard the Crypto Train?

Almost three quarters of HNWIs worldwide have expressed confidence in crypto.

Spotlight on SPACs: More Risk Than Opportunity?

SPACs may be worth another look. A long, careful look.



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