The 2014 Asset Allocation Research Recap

////The 2014 Asset Allocation Research Recap

The 2014 Asset Allocation Research Recap

By | 2017-01-18T13:54:26+00:00 December 30th, 2014|Tactical Asset Allocation Research|0 Comments
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(Last Updated On: January 18, 2017)

Tactical asset allocation is always a hot topic in the blogosphere. A few fun concepts that hit the wires in 2014:

We had a bunch of thoughts on asset allocation this year and we highlight our top-viewed posts below. There was a lot of discussion earlier in the year revolving around risk parity. We then moved on to reviewing a variety of ideas posed in the academic literature and through our own internal review. Finally, we ended with what we call “Robust Asset Allocation,” which is our imperfect, but robust approach to the asset allocation problem.

Risk Parity

Tactical Asset Allocation Offshoots

Robust Asset Allocation (RAA)


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About the Author:

After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. 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.