Posts by Wesley R. Gray, Ph.D.

Long Bonds–Long or Short?

August 27, 2012

Last updated on March 14th, 2017 at 02:47 pmTimely Portfolio has a great post about the magical long-bond. http://timelyportfolio.blogspot.tw/2012/08/bonds-much-sharpe-r-than-buffett.html The

Read More








Debt burdens are painful!

May 16, 2012

Last updated on January 23rd, 2017 at 04:59 pmReinhart (and another Reinhart) and Rogoff have another paper in their series

Read More




Risk Parity for Dummies

May 3, 2012

Last updated on January 23rd, 2017 at 04:49 pmRisk parity asset allocation systems seem to be all the rage these

Read More