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Tag Archives: GTAA
Warning. This post is kind of a finance geek out. I’ll try and keep it as basic as possible but I apologize in advance if I cause any heads to hit the keyboard… In this post I’ll take a look at impact and potential benefits of adding volatility weighting and mean-variance optimization to tactical asset allocation portfolios similar to the IVY (GTAA) portfolios I discuss frequently on the blog. Most of the data and theory I present here comes from this great paper on Adaptive Asset Allocation. If you have any interest in applying the concepts here to your portfolio … Continue reading