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American in Paris » Comments » AGG

  • Why the Cheapest ETFs Aren't Necessarily the Best [View article]
    AGG is veru popular because it has a liquid options market. BND does not.

    It is very difficult to hedge or leverage BND.
    Nov 18 16:16 pm |Rating: 0 0 |Link to Comment
  • Diversification Isn't What It Used to Be  [View article]
    It is not clear that the correlations are changing rather than simply your estimates of the correlations. You're changing the data set. One would be shocked not to see the sample correlations estimates change.

    You might be right, but it is not obvious.

    Your data sets are very small ...

    - A time series statistician.
    Sep 12 16:59 pm |Rating: +1 0 |Link to Comment
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