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Journal Article
Portfolio Protection? It’s a Long (Term) Story…
April 23, 2020
Investors have a natural urge to protect their portfolios from sudden crashes, even though bad outcomes that unfold over longer periods are more detrimental to reaching long-term goals. We show risk-mitigating and diversifying strategies have added value more consistently than options-based hedging over the more important, longer drawdowns.
White Paper
Portfolio Construction Matters: A Simple Example Using Value and Momentum Themes
November 1, 2017
We compare two portfolio construction approaches, “mix” and “integrate,” and examine some examples to demonstrate how their differences may have important implications for practice.