Reviews of Volatility-Based Allocation

January 14, 2013 Architect Academic Insights
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My research team at Empiritrage, LLC posted an interesting idea–very new and in need of further R&D–on volatility-based allocation:

[image_frame style=”framed_shadow” align=”center”]http://blog.alphaarchitect.com/wp-content/uploads/2013/01/PowerPoint-Presentation-Google-Chrome_2013-01-14_08-56-12.png[/image_frame]

When Empiritrage released the initial report we were hoping others in the blogosphere would continue to work on the idea.

Our dream came true:

If you’ve done any work on the system, please share and I’ll post. I know there are multiple ways in which investors can improve upon the VBA system Empiritrage originally explored.

 

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About the Author

Wesley R. Gray, Ph.D.

After serving as a Captain in the United States Marine Corps, Dr. Gray received a PhD, and was a finance professor at Drexel University. Dr. Gray’s interest in entrepreneurship and behavioral finance led him to found Alpha Architect. Dr. Gray has published three books: EMBEDDED: A Marine Corps Adviser Inside the Iraqi Army, QUANTITATIVE VALUE: A Practitioner’s Guide to Automating Intelligent Investment and Eliminating Behavioral Errors, and DIY FINANCIAL ADVISOR: A Simple Solution to Build and Protect Your Wealth. His numerous published works has been highlighted on CBNC, CNN, NPR, Motley Fool, WSJ Market Watch, CFA Institute, Institutional Investor, and CBS News. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.


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