• Corpus ID: 197789211

Fixed and Dynamic Asset Allocation in the Accumulation Phase

@article{Hagelstein2019FixedAD,
  title={Fixed and Dynamic Asset Allocation in the Accumulation Phase},
  author={Paul A. Hagelstein and Isabella Lackner and James M. Otto and Austin Perona and Robert Piziak},
  journal={Journal of Finance and Investment Analysis},
  year={2019},
  volume={8},
  pages={1-1}
}
In this paper, we consider the historical real returns of fixed and dynamic allocation portfolios consisting of equities and short term bonds over thirty year time horizons, where fixed real contributions are made to the portfolios annually. In particular, we consider both the scenario where the investor annually rebalances a portfolio to a fixed ratio as well as the scenario where the investor’s annual contribution has a fixedratio but the portfolio is never subsequently rebalanced… 

Tables from this paper

Markowitz Portfolios with Graham Bands in the Accumulation Phase
In this article, the authors consider historical real returns of tax-exempt portfolios consisting of equities and short-term bonds over 90 different 30-year time periods from 1900 to 2018, in which

References

SHOWING 1-8 OF 8 REFERENCES
Buffett’s Asset Allocation Advice: Take It … with a Twist
One of the most important decisions retirees face is theasset allocation of their portfolios. They can have a staticor a dynamic allocation, and simplicity usually favors the former. Warren Buffett
Retirement Savings: Choosing a Withdrawal Rate That Is Sustainable
16 To help in the selection of a withdrawal rate, the following sections provide information on the historical success of various withdrawal rates from portfolios of stocks and bonds. If a withdrawal
Irrational Exuberance Ed. 2
In this timely and prescient update of his celebrated 2000 bestseller Irrational Exuberance, Robert J. Shiller returns to the topic that gained him international fame: market volatility. Shiller
The Four Pillars of Investing: Lessons for Building a Winning Portfolio
Preface Introduction Pillar One: The Theory of Investing Chapter 1. No Guts, No Glory Chapter 2. Measuring the Beast Chapter 3. The Market is Smarter Than you Are Chapter 4. The Perfect Portfolio
Triumph of the Optimists: 101 Years of Global Investment Returns Princeton
A device for use in installing wax foundations in bee frames having side members fabricated from substantially dielectric materials and characterized by a plurality of electrically conductive
A Random Walk Down Wall Street
TLDR
The a random walk down wall street is universally compatible with any devices to read, allowing you to get the most less latency time to download any of the authors' books like this one.
stargazer: Well-Formatted Regression and Summary Statistics Tables, Central European Labour Studies Institute (CELSI), Bratislava, Slovakia, 2018
  • R package version
  • 2018
Buffett , Chairman ’ s Letter , Berkshire Hathaway 2013 Annual Report
  • Bernstein , The Four Pillars of Investing : Lessons for Building a Winning Portfolio