Adam Butler, Michael Philbrick and Rodrigo Gordillo

Market Insights

Death of the 60/40 portfolio

Consider structural diversification instead

By Adam Butler, Michael Philbrick and Rodrigo Gordillo |February 20, 2015

5 min read

Market Insights

A new method of diversification

Improving on the passive benchmark

By Adam Butler, Michael Philbrick and Rodrigo Gordillo |December 12, 2014

4 min read

Market Insights

Why a 60/40 portfolio is an active bet

In a recent article published in Financial Analysts Journal, Charles Ellis makes an excellent case for the death of active management.

By Adam Butler, Michael Philbrick and Rodrigo Gordillo |December 2, 2014

4 min read

Your Business

CE Course: Adaptive Asset Allocation: A Primer

This course is accredited by IIROC, FPSC and The Institute for Advanced Financial Education. Please see Accreditation Details for more information. Course Summary: The authors address flaws in the traditional application of Modern Portfolio Theory related to Strategic Asset Allocation (SAA). Estimates of parameters for portfolio optimization based on long-term observed average values are shown […]

By Adam Butler, Michael Philbrick and Rodrigo Gordillo |November 12, 2014

18 min read

Your Business

CE Course: Global CAPE Model Optimization

This course is accredited by IIROC, FPSC and The Institute for Advanced Financial Education. Please see Accreditation Details for more information. Course Summary: The authors use the Shiller CAPE global equity index rotation model proposed by Mebane Faber as a template for exploring a variety of portfolio optimization methods. Introduction The paper, Global Value: Building […]

By Adam Butler, Michael Philbrick and Rodrigo Gordillo |November 12, 2014

15 min read