Traditional growth indices, designed as the inverse of value, have delivered negative excess returns and failed to provide faster growth in earnings per share (EPS). Traditional growth indices, constructed as the inverse of value, lack a robust theoretical foundation and have provided a long history of negative excess returns.companies diversify eps growth indices inverse investors positive excess returns stock
Many people who have saved millions of dollars to retire comfortably are now scared to spend it.
Despite sobering statistics about most Americans' lack of retirement savings, many people have done an admirable job of socking away enough money.Approximately combination comfortably disciplined habit money retire retirement saving years
One of the most difficult problems of tactical investing is using timing strategies that are not biased due to special market conditions of the past. During that unique uptrend there was only one major short-term correction due to the Ruble crisis in 1998.market moving performance strategies strategy tactical investing term timing trader versus
Eight days before the market bottomed in July 1932, Ben Graham wrote an article in Forbes, Should Rich But Losing Corporations Be Liquidated? But honestly, for the market to fall 90%, I’m thinking aliens, an asteroid, or another world war seem the most likely culprits.amazon asset CAPE Depression dow market net current ratio selling years
The JPMorgan U.S. Dividend ETF will track an index designed to cover the stocks with the highest dividend yields over a rolling 12-month period in each sector, and weights them within their respective sectors in such a way as to diversify risk.diversification etf factor fund index JPMorgan stocks track volatility weighted
What are the research questions?
In spite of several efforts by researchers to overcome the estimation-risk problem (the use of estimate inputs based on sample information as if they were representative of the true population) which produces the so-called “wacky weights”, DeMiguel, Garlappi and Uppal (2009) present striking evidence that favors a simple 1/N naıve portfolio strategy.alpha diagonal estimate full matrix outperform strategies strategy volatility wacky weights
Recently I have been discussing possible areas of collaboration with an RIA contact on LinkedIn, who also happens to be very familiar with the hedge fund world.
An equity long/short hedge fund product is one possible solution, but many equity investors are reluctant to consider shorting stocks under any circumstances, even for hedging purposes.equity etf HTUS investment market market timing performance product returns strategy
Deciding not to expect repayment can reduce your anxiety.
Regardless of whether you fund a choice or charity situation, it is important to determine how much and how often you're willing to shell out money and whether you will set up repayment terms.charity choice decision financial fund member person repayment request terms
Stocks in off-shore markets were the top performers among the major asset classes last week, based on a set of exchange-traded products. Equities in developed countries posted the strongest weekly advance, fractionally ahead of stocks in emerging markets.asset classes emerging major markets performer stocks Vanguard weekly year