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Using Long Term Bonds To Improve Returns Of Bridgewater’s All Weather Risk...
In this article, we use long bonds instead of intermediate term bonds to increase durations while still maintaining the risk parity. The purpose is to see whether this can improve returns while still...
View ArticleIncrease Return And Risk For Permanent Portfolio Without Leverage: The 3...
Harry Browne's permanent portfolio is one of the classic risk parity portfolios: the equal weight 4 assets (stocks, gold, long term Treasury bonds and cash) hedge each other ...
View ArticleBond ETF Momentum Portfolio For The Prime Time
As more and more varieties of bond ETFs are coming to market, investors now have many choices to form good and diversified fixed income portfolios. These portfolios can be used for income generation...
View ArticleLongest History (21+ Years) Trend Following Or Relative Strength Over Real...
It's been a nagging question for many investors who are following trend following or so-called relative strength in asset allocation: how does the strategy perform over a long period of time? Recently,...
View ArticleBridgewater’s All Weather Portfolio Vs. Harry Browne’s Permanent Portfolio
We construct a model portfolio based on the Bridgewater's all weather portfolio description and compare its performance and risk with Harry Browne's permanent portfolio.
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