Aggregating Asset Durations to Gauge Interest Rate Risk
A precise mathematical framework for estimating the true sensitivity of a mixed-asset portfolio to interest rate fluctuations by aggregating equity, bond, and cash durations.
Category
Portfolio Strategy
Expert advice on asset allocation, diversification techniques, and risk management for investment portfolios.
Stop Waiting for December: Why Volatility Triggers Beat Calendar Rebalancing
Calendar-based rebalancing often misses the market's best momentum swings, whereas volatility-based triggers systematically sell high and buy low without requiring constant oversight.
The Yield Trade-Off: Why Covered Call ETFs Cap Your Growth
Analyzing the mechanical differences between selling options for income and holding dividend payers reveals why the former caps growth while the latter builds long-term wealth.
Is the 60/40 Portfolio Actually Dead?
The 2022 correlation crash between stocks and bonds challenged decades of portfolio theory, forcing a reevaluation of risk management rather than a total abandonment of the strategy.
The Mechanics of the Barbell Strategy in 2024
Analyzing how pairing high-yield Treasuries with deep out-of-the-money options creates a convex payoff profile suitable for bimodal market environments.