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  • Roger G. Ibbotson: What Works in Asset Allocation

    From blogs.cfainstitute.org

    Roger G. Ibbotson is among the best-known scholars and practitioners in the field of asset allocation. I had the privilege of working with him at Ibbotson Associates. I spoke with him on the subject a while back and thought the present was a good time to share some of his insights. What follows is a lightly edited transcript of our discussion. Larry Cao, CFA: Many in the industry still ask, how important is asset allocation? Can you walk us through that? What percentage of performance is explained by asset allocation? Roger G. Ibbotson: Back in the old days, people considered you an investment genius if the market ... (full story)

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  • Mar 26, 2020 2:47am Mar 26, 2020 2:47am
  •  Not-KPMG
  • Joined Jun 2015 | Status: Member | 7,248 Comments
Blaaaaa

What?
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  • Mar 26, 2020 6:22am Mar 26, 2020 6:22am
  •  AnniLi
  • | Commercial Member | Joined Jan 2015 | 2,012 Comments
There are few insights in this piece. Economic models for countries and the world surely would go some way to assist asset allocation decisions based on cycles, structural problems, political savvy and luck. Geopolitics and their interaction with local politics, however, may and do render economic models useless.

Therefore, the evaluation of asset allocation performance itself is probably a useless activity. But I am in favour of active tilts nevertheless. Documenting the rationales for tilts is the problem not identification of factors.

It was clear early on that Trump was going to succeed in slowing the pace of global activity while foot to the floor pushing the US recklessly forward. That would have you overweight US stocks and USD. So far so good. But developments in the oil market were also crucial in the low inflation story.

My proposal then is to use active and try to be clear as you record your policy moves why you made them and learn from those yourself. But convincing others in a scientific way won't happen while politics is more important than it should be
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  • Posted: Mar 26, 2020 2:18am
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     Newsstand
    Category: Educational News
    Comments: 2  /  Views: 9,911
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