Apr 15, 2017

Weekend Links - 4/15/2017

QUOTE OF THE DAY

It’s pointless to try to figure out how much you’ll need in [retirement] savings or income if you don’t have a good understanding of how much it costs for you to live. Ben Carlson 

CHART OF THE DAY


RETIREMENT FINANCE AND PLANNING

Time for Retirement ‘Selfies’? Robert C. Merton MIT.  …neither governments nor companies are willing to bear the liabilities associated with pension obligations. This shift requires new thinking about how portfolios are managed and which instruments are available to investors. Our proposed SeLFIES (Standard of Living indexed, Forward-starting, Income-only Securities) make individuals self-reliant and are also advantageous for governments.


How Much Money Do You Need to Retire? Ben Carlson.  It’s pointless to try to figure out how much you’ll need in savings or income if you don’t have a good understanding of how much it costs for you to live…You can run through all the calculations and spreadsheets you want but life will inevitably throw you a curve ball or some of your assumptions will prove to be untrue. This is an unfortunate side effect of trying to plan in the face of never-ending uncertainty. In a way, there’s a lot of guessing involved in the process. 

Safe Withdrawal Rates—The Good News Bad News Story, Ken Steiner.


MARKETS AND INVESTING 

Building a Better Deep Value Portfolio: DifficultiesMastered are Opportunities Won, AQR.  Many investors would like to add an opportunistic contrarian component to their portfolios, but face challenges in doing so. Pre-allocating to a dedicated “deep value” strategy which incorporates discretionary oversight in a systematic framework may be one solution that helps harness the profits from opportunistic trading in a way that diversifies existing portfolios. 

Gundlach: Expect Lower Inflation. Advisor Perspectives.  

Why It’s Always & Never Different This Time, Ben Carlson.  Whatever happens, it would be prudent for investors to plan on lower future returns than the history books show.  

Did Declining Rates Actually Matter? NewFound.  Coupon yield had 3x the influence on total return over the last 30 years than changes in rates did. … when it comes to fixed income, your current yield will be a much better predictor of returns than trying to guess about changing rates. 

The (Un-)Importance Of Returns. Alpha Architect On balance, I’ve found that the demand for higher returns generally increases with the magnitude of wealth.This is due to two primary factors: 1) an increased capacity to assume risk and 2) an increased capability to invest for the ultra-long term. 


ALTERNATIVE RISK

Hedge Fund Strife Gives Rich Families New Swagger With Managers, Bloomberg. Turmoil in the fund industry is giving family offices a resurgence in power. As traditional institutional backers reconsider their hedge fund investments amid sluggish returns, those who manage money for the rich are gaining flexibility on fees, customized investments and more access to high-profile portfolio managers.  


Trend following and the headwinds of rising yields, sr-sv.com.  …some strategies have naturally been fitted to or biased by a facet of the historical data that may not be present in the future… Although, in general, anyone who has swam in the sea knows how difficult it is to swim against the tide, and this, to some extent, is to be the challenge for trend-following CTA and global macro managers and their investors going forward. Perhaps, even more of a challenge is to ensure that managers that have previously provided downside protection will do so in the event of a raising rate environment.   


Benefits Of Alternative Lending, Swedroe at ETF.com 


Yale Endowment Blasts Low-Fee Critics, Says Gains Would Lag, Bloomberg.  “What Buffett, Gladwell and other fee bashers miss is that the important metric is net returns, not gross fees,’’ the report said. “Weak or negative returns would result in low or no performance-related fees, but would be a terrible outcome for the university.’’ 

SOCIETY AND CAPITAL

Interview with Angus Deaton on Death Rates, Inequality, andMore, Timothy Taylor.  People often think the health system is responsible for our health. In this case, the health system is responsible for killing people, not actually helping them. ... It’s like there are two Americas out there: the people with a B.A., and people without a B.A. 

23 things artificially intelligent computers can dobetter/faster/cheaper than you can, Seth Godin.  The question each of us has to ask is simple (but difficult): What can I become quite good at that's really difficult for a computer to do one day soon? How can I become so resilient, so human and such a linchpin that shifts in technology won't be able to catch up? 

Bad Debt Is Bad for Your Health, Atlanta Fed.  In a recent working paper, we demonstrate a potential causal link between these fluctuations in delinquency and mortality. (A recent Atlanta Fed podcast episode also discussed our findings.) By isolating unanticipated variations in debt and delinquency not caused by worsening health, we show that carrying debt—and delinquent debt in particular—has an adverse effect on mortality rates.  



No comments:

Post a Comment