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INSIGHTS

Mikhail Samonov
February 4, 2019
DB_Strategy, Dynamic Asset Allocation

Two Risks That Ruin Long-Run Investing

Mikhail Samonov
February 4, 2019
DB_Strategy, Dynamic Asset Allocation
Two Risks That Ruin Long-Run Investing

The first risk of investing is the Drawdown Risk - the loss from the peak. The second risk of investing is the Low Return Risk - the under-performance vs. expectations over a stretched period of time.

Tagged: Asset Allocation

1 Comment
Mikhail Samonov
January 28, 2019
Factor Investing

A Growing List of Long-Run Factor Studies

Mikhail Samonov
January 28, 2019
Factor Investing
A Growing List of Long-Run Factor Studies

While there exists a well-established (at least a century-old) academic interest in the long-run properties of asset class returns, only during the past decade has there emerged literature studying the cross-sectional factors over the long-run.

Mikhail Samonov
January 21, 2019
Factor Investing

Relevance of Long-Run Historical Data Today: Case of Price Momentum Crashes

Mikhail Samonov
January 21, 2019
Factor Investing
Relevance of Long-Run Historical Data Today: Case of Price Momentum Crashes

Many people ask why I look at long historical data when today is very different from distant past.

Mikhail Samonov
January 14, 2019
Factor Investing

Top Free Factor Investing Tools and Data Websites

Mikhail Samonov
January 14, 2019
Factor Investing
Top Free Factor Investing Tools and Data Websites

Here are some of the best free sites that I recommend for factor investing:

1 Comment
Mikhail Samonov
January 7, 2019
Dynamic Asset Allocation

The Common Failure of Asset Allocation

Mikhail Samonov
January 7, 2019
Dynamic Asset Allocation
The Common Failure of Asset Allocation

Why do so many investors fail to achieve the average returns that various asset allocation approaches provide over the long-run?

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