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Marius Bausys

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  • Treasuries In Your Portfolio: Short Versus Long Duration Debate [View article]
    TLT has over $2.6 billion in assets under management, so there still are investors holding positions in long-term treasuries.
    Dec 9 09:33 AM | Likes Like |Link to Comment
  • Correlation Analysis: The First Step Towards Portfolio Diversification [View article]

    The purpose is not to achieve zero variability but to identify and combine assets that complement each other.

    In the end, risk management strategies are not return generators per se - you still need to make profitable investment choices.
    Jun 26 04:29 PM | Likes Like |Link to Comment
  • Can Retail Investors Unlock Value In Value-At-Risk? [View article]
    Hi Gerald,

    Thanks for your insight. I totally appreciate VaR is not a panacea and I recognize that in the third point in the article. However, in my opinion, retail investors will be better off by at least occasionally peeking at their portfolio VaR figure rather than not knowing it at all. Of course, it should be one of many tools they use, including maximum drawdown estimates that you have touched upon.
    Apr 29 10:07 AM | Likes Like |Link to Comment
  • Can Retail Investors Unlock Value In Value-At-Risk? [View article]
    Glyn, many thanks for your comment. I completely agree with your point that the need for a metric like VaR is far more significant in large financial institutions. However, this doesn’t mean that retail investors can’t benefit from the use of VaR. For instance, short term traders usually hold a different portfolio at the end of each trading day and need to monitor how the risk level changes. After all, even long term investors tend to panic after sharp market declines, thus it’s important to make sure that exposure to market risk is not higher than one can stomach.
    Apr 23 10:26 AM | Likes Like |Link to Comment
  • Balancing Portfolio Risk [View article]
    It seems that balanced/equal risk weighted ETFs are coming into play: and
    Apr 8 05:50 AM | Likes Like |Link to Comment