Tag Archives: value stocks

Juicing up small cap value quant portfolios

The world of quantitative finance is never boring. At least not from the research perspective. Today I want to explore some new research from one of the top quant shops on the small company effect and see how an investor can apply it simply to an existing quant approach. Specifically, I want to investigate if adding a quality screen to a small cap quant value portfolio increases performance. AQR is one of the top quant shops in the business. They do some great quant research. Their latest paper, besides having one of the best titles I’ve seen for a finance … Continue reading

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Beating the market to maximize retirement income

Warning, this is a somewhat geeky technical post! Besides accumulating more wealth by working longer there is one very direct way to increase your income in retirement. Beat the market’s return. Higher returns will lead to higher SWRs (safe withdrawal rates) for the most part. (The other way to increase retirement income is to reduce volatility). Of course, most would say that this is not possible over the long term. The market is efficient etc… Thus, most of the standard retirement asset allocation models that give us the 4% rule are based on a a market index of stocks, usually the SP500 … Continue reading

Posted in Retirement | Tagged , , , , , , | 5 Comments