Research Papers

Is the Global 60-40 Portfolio Dead?

The 60-40 Equity-bond Portfolio was created by Harry Markowitz during the the mid-20th century. After more than 70 years of financial history, it is time to question its fundamentals.

The findings from this study aim to provide valuable insights to investors on weather the global 60-40 equity-bond allocation is still optimal in providing 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, traditionally undergoes rebalancing every 12 months. However, considering the passage of more than 70 years, is this rebalancing frequency still optimal? This study aims to provide investors with valuable insights into whether annual rebalancing remains the most effective strategy.

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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. Although it is extensively used, there's a lack of detailed understanding regarding the most effective investment frequency to maximize long-term wealth. This study focuses on determining the optimal frequency for investments and identifying the most beneficial starting month to implement the DCA strategy effectively

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