E.D. Hart

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  • Are Index Funds the Only Rational Choice?
    Geoff,
    I think you made some excellent points. How does this line of reasoning apply to ETF's?

    For investors that don't want to restrict themselves to 15 stocks, but buy into a weak version of your theory--could the analogy be to apply your thinking to low volatility ETF's with negative or low correlations?

    This year, by simply buying a Treasury ETF, a Gold ETF, a biotech ETF, and a health Care ETF---one could have a low correlation portfolio--and be considerably ahead (in relative terms) this year.

    I know this misses your point about volatility--but can one pick ETFs based on weak correlation, and lower than average volatility, and apply a weak version of your theory?

    Does QPP work with ETFs?
    Thank you for an excellent article that gives much to think about,
    Eric

    Dec 15 19:27 pm |Rating: 0 0 |Link to Comment |View article
  • More Thoughts on Mohamed El-Erian's 'When Markets Collide'
    Thanks Geoff for your insightful analysis. I believe that what you reference is true, widely known, and uncommonly followed. Like eating ice cream every night before retiring, we often know the right thing to do and fail to do so anyway. Asset allocation is unsexy, unfun, and requires patience and long periods of inactivity. Like eating carrots, its good for us, is widely known, and uncommonly followed.
    Sep 03 15:35 pm |Rating: 0 0 |Link to Comment |View article
  • Indexing Our Global Market Portfolio
    This is excellent analysis. It refutes what David Swenson of Yale says when he stated recently that the retail investor shouldn't and couldn't do what he does.

    Although not precisely the same obviously as the active team that MR. Swneson leads to manage Yales billions, this apporach represents a way forward.

    In fact, you present a way, as others have done, for a retail investor to passively allocate assets globally, and rationally. Thanks for the article.
    Apr 09 18:04 pm |Rating: 0 0 |Link to Comment |View article
  • Portfolio Theory Vindicated
    Goeff,
    Fantastic article that I will share with my clients.
    1) Going forward, do you do a macro forecast and take into account inflation increasing?

    2) What about adding allocations to more pure play commodities such as 5% allocations to GLD, SLV, and DBA?


    3) Have You read "Strategic asset Allocation and Commodites" commissioned by Pimco and conducted by Ibbottson (March 2006)--it makes a case for much higher allocation to commodities than is traditional--greater return and lower risk.
    Mar 02 18:22 pm |Rating: 0 0 |Link to Comment |View article
  • So Much for the Decoupling...
    Gold is a barbarous relic with no predictive power= bad investment

    If growth comes down, inflation comes down= we are headed to lower inflation in a recession
    Jan 21 15:37 pm |Rating: 0 0 |Link to Comment |View article

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