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Episode 186: Fortune Favors The Brave, Rose Gardens, Treasury Bonds And Portfolio Reviews As Of July 1, 2022
Manage episode 333305761 series 2926153
In this episode we answer questions from Matsui, FuriousRiskParityInvestor and Paul. We discuss why we have chosen excessively aggressive withdrawal rates for the sample portfolios, revisit treasury bond correlation issues and why smaller allocations to long-term treasuries make more sense than larger allocations to intermediate treasury bonds in most risk parity style portfolios.
And THEN we our go through our weekly and monthly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional Links:
Flights To Safety Treasury Bond Correlation Paper from Episode 176: delivery.php (ssrn.com)
Analysis of Golden Butterfly variations with intermediate treasury bonds: Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)
336 epizódok
Manage episode 333305761 series 2926153
In this episode we answer questions from Matsui, FuriousRiskParityInvestor and Paul. We discuss why we have chosen excessively aggressive withdrawal rates for the sample portfolios, revisit treasury bond correlation issues and why smaller allocations to long-term treasuries make more sense than larger allocations to intermediate treasury bonds in most risk parity style portfolios.
And THEN we our go through our weekly and monthly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.
Additional Links:
Flights To Safety Treasury Bond Correlation Paper from Episode 176: delivery.php (ssrn.com)
Analysis of Golden Butterfly variations with intermediate treasury bonds: Backtest Portfolio Asset Class Allocation (portfoliovisualizer.com)
336 epizódok
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