rr0710

5 Comments

    • ON: Wed Aug 13th 11:21 AM
      Commented on:
      Defining a Set of Core Asset Classes
      Dr. Considine, your comments about retail investor perspective is spot on
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    • ON: Wed Aug 13th 11:20 AM
      Commented on:
      Defining a Set of Core Asset Classes
      Even in a secular sideways market (if you recall 1966-1982,) having a core base of non-correlated asset classes worked as a skeletal start to an allocation. We tend to let the present experiences rule future perceptions as opposed to following rules and disciplines. This is a good start to understanding when you're in bear cycle, most asset classes join up and move in the same direction. Natural resources, long-short components, correlate consistently low with U.S./Int'l common stocks. Bull cycles, even if they're cyclical, last 3x longer than bear cycles going back to 1885. And movement out of the bear cycle is fast so if you miss the beginning, you've missed everything and nobody can time the entrance. Dr. Considine is always right on the money
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    • ON: Thu Nov 22nd 06:23 AM
      Commented on:
      SPX: Flat for the Year
      Is it only me who thinks Barry is HAPPY about the S&P being down for the year? Let's be thankful for permabulls and permabears and the tug of war they have every year. It's entertaining!
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    • ON: Wed Nov 21st 08:15 AM
      Commented on:
      Economic Growth and Equity Returns: Conventional Wisdom is Wrong Again
      Larry Swedroe and Jeremy Siegel are always the best when it comes to information as supplied in this piece. Jeremy Siegel sites some relevant examples in his recent book. There does seem to be a point however, like in the case of emerging markets, where you can make money on the conventional wisdom as the crowd acts upon that wisdom? There has been (probably less relevant today since the emerging markets, china story is out,) a time to exploit this conventional wisdom or capture the momentum in this space but it seems eventually, equity returns do price in economic growth. I would think in some markets, like in some stocks, there is a lag time or an opportunity to prosper until the efficiencies are built in? Sort of a sem1-strong efficient market theory..I'm printing this piece! Thank you, Larry!
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    • ON: Mon Jul 30th 17:59 PM
      Commented on:
      Rethinking Rebalancing: A Risk/Reward Analysis
      Geoff makes a much more valuable argument than John Bogle. Most importantly, you have to assume that the majority of investors are well diversified, then you have to assume they index. Overall, this is a thoughtful, volatility-based approach which enforces risk management and taking profit. Embodied or "embedded" in all his work Bogle is selling index funds. His intentions seem good, but he can't seem to embrace other points of view, i.e; fundamental indexing, etc.
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