Research Papers

Is the Global 60-40 Portfolio Dead?

The 60-40 Equity-Bond Portfolio, created by Harry Markowitz in the mid-20th century, has been a cornerstone of investment strategy for over 70 years. Given the extensive financial history since its inception, it is essential to re-evaluate its fundamentals.

This study aims to provide valuable insights to investors on whether the global 60-40 equity-bond allocation remains optimal for achieving the highest risk-adjusted returns.

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Optimum Rebalancing Frequency Global 60-40 Portfolio

The 60-40 Equity-Bond Portfolio, developed by Harry Markowitz in the mid-20th century, has traditionally been rebalanced every 12 months. However, with over 70 years having passed since its inception, the question arises: Is this rebalancing frequency still optimal? This study aims to provide investors with valuable insights into whether annual rebalancing remains the most effective strategy in today's financial landscape.

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Optimum DCA Frequency on the S&P 500

Dollar Cost Averaging (DCA) is a widely adopted investment strategy among S&P 500 investors. Despite its popularity, there remains a significant gap in understanding the optimal investment frequency that maximizes long-term wealth. This study aims to address this gap by determining the most effective investment frequency and identifying the most advantageous starting month for implementing the DCA strategy. Through this research, we seek to provide investors with actionable insights to enhance the effectiveness of their DCA investments.

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