WorldBeta

What a Difference a Year Makes! Endowment, Buy and Hold, and Tactical Returns

Both a strategic (buy and hold) and tactical (using the timing model) allocation justifies up to a 20% allocation to gold.

Thanks for the read! And PS, SA only pulls some of my posts, you can find them all on my blog World Beta.

Replicate The Yale Endowment With These ETFs

Thanks for all the comments. SA only posts some of my articles here, but there has been enough interest that I will post a monthly update on my blog World Beta (there is one today). For more info on the specifics of the timing model, please reference my paper "A Quantitative Approach to Tactical Asset Allocation."

I listed more asset classes here because different people use various combinations in their portfolios. In my paper I only used 5. Subsequent research has shown that more asset classes can improved risk adjusted returns - again, buried in the archives on my blog.