Jul 16, 2018

RH links - 7/1/18

QUOTE OF THE DAY

There are plenty of ways to get rich — start a business, save & invest wisely, inherit money, get lucky, etc. But staying rich involves just a few simple things — self-awareness, modesty, and the ability to delay gratification with a portion of your capital. Ben Carlson

RETIREMENT FINANCE AND PLANNING

How High Net Worth Individuals Invest: Their Asset Allocation Breakdown, Financial Samurai
it’s obvious you should start a business if you hope to get really rich one day. https://www.financialsamurai.com/how-high-net-worth-individuals-invest-asset-allocation-breakdown/

One More Advantage of Using the Actuarial Approach—No Sequence of Return Risk, Ken Steiner
the Actuarial Approach and Actuarial Budget Benchmark (ABB) advocated in this website is a dynamic approach that will avoid SORR.  It automatically recalculates the annual spending budget to maintain the balance between the market value of the retiree’s assets and the market value of the retirees’ spending liabilities.  http://howmuchcaniaffordtospendinretirement.blogspot.com/2018/06/one-more-advantage-of-using-actuarial.html

Some Risks Can't be Modeled, Dirk Cotton
The shortcoming of MC simulation is not that it will create unrealistic scenarios — quite the opposite — it won’t generate many highly unlikely outcomes. So, even after we test retirement plan risk with simulation we still don’t know much about the effects of low-probability catastrophic events…After simulations, we still need a way to plan for the unknowable…Avoiding unforeseeable risks is clearly not an option. It's hard to steer around an obstacle you don't know is there…The best spending rules won’t eliminate these risks. After a long sequence of poor returns, they will simply reduce safe spending to a level that no longer supports the household’s standard of living. Nor will the best simulation software ferret them out and suggest fixes….Low-probability catastrophic outcomes defy avoidance and mitigation but they’re worth contemplating and possibly worth insuring. http://www.theretirementcafe.com/2018/05/unpredictable-retirement-risk.html 

Is typical retirement advice good? – Testing popular Retirement rules of thumb, Ed Rempel
When it comes to retirement income, most financial advisors rely on a few rules of thumb handed down from one generation of advisors to the next. The rules appear to be common sense and are usually accepted without question. Do these rules of thumb actually work? http://findependencehub.com/is-typical-retirement-advice-good-testing-popular-retirement-rules-of-thumb/    and     https://twitter.com/RetirementQuant/status/1018506668991115264

MARKETS AND INVESTING

Learning how to invest by doing, AbnormalReturns
Investors do as much damage to their portfolios as adverse markets have ever done. https://abnormalreturns.com/2018/07/15/learning-how-to-invest-by-doing/

ALTERNATIVE RISK

Momentum's Magic Number, Corey Hoffstein
the result suggests that the optimal holding period is one selected such that the formation period plus the holding period is equal to 14-to-18 months: a somewhat “magic” result that makes little intuitive, statistical, or economic sense. … While lacking a specific reason why this effect exists, it suggests that investors looking to leverage shorter-term momentum signals may benefit from longer investment horizons, particularly when costs are considered.  https://blog.thinknewfound.com/2018/07/momentums-magic-number/

low fees doesn’t [sic?] trump low performance, rcm alternatives
low-cost stock index replication is not the same as replicating more complex hedge fund strategies, and a few recent articles are pointing out that the low fee experiment in alternative investments might not be working so well…  https://www.rcmalternatives.com/2018/07/low-fees-doesnt-trump-low-performance/

SOCIETY AND CAPITAL

My $3500 Tiny House, Explained, Mr Money Mustache
Technically, it’s just a fancy shed. http://www.mrmoneymustache.com/2018/06/30/tinyhouse/

Relationship between Financial Planning Horizon and Charitable Giving, Liu and james
This paper concludes that American adults who have longer financial planning horizons are more likely to make charitable donations compared to those whose planning horizon is short, i.e., less than six months. Among donors, major gifts are associated with long-term financial planning horizon, wealth, religious activity frequency, volunteer experience, and education. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3213057

The Extent and Nature of State and Local Government Pension Problems and a Solution, Mercatus
we propose that all government pension plan participants be given accurate information about the funded status of their pensions. Furthermore, we propose that, at the discretion of the plan sponsor, retirees and older workers be given the voluntary option to take their pensions as a lump sum, discounted according to the funded status of the plan. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3211655

Can Public Pensions Fulfill Their Promises? MERCATUS
Despite having assets of more than $75 billion, Pennsylvania's two largest public pension plans may be underfunded by as much as $100 billion. In fact, given their current funding ratios and an assumed distribution of asset returns, a 100 percent probability exists that both plans have sufficient assets to pay benefits without any increase in contributions for only the next five years. After five years, the probability declines; by 2030, the likelihood that both plans will be able to meet their promised obligations falls to 31 percent in the public schools plan and to just 16 percent in the state employees' plan. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3211614

Pricing Sin Stocks: Ethical Preference vs. Risk Aversion, Univ of Magdeburg
Our investors do not necessarily boycott sin companies. Rather, they are open to invest in any company while trading off dividends against ethicalness. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3206538

How Has the Average House Size Changed? Wayne Chen
Over time, we can see that the average floor area has been steadily increasing over time.  Every passing year, according to the linear regression equation on the chart, will yield a 18.5 square feet increase in the average floor area. https://supplychenmanagement.com/2018/07/15/average-house-size/

How a Facebook Founder Wants to Solve Income Inequality, advisorperspectives
Many people who get rich feel that they have to “give back” in some socially-redeeming way. Hughes set out to use his new-found wealth, which he felt was largely due to unique circumstances and luck, to do something socially useful. He discovered that this isn’t so easy. https://www.advisorperspectives.com/articles/2018/07/16/how-a-facebook-founder-wants-to-solve-income-inequality

Agriculture Around the World, Tannenbaum et al. at advisorperspectives
Trade actions that put a target on the agriculture sector will lead to costs borne by all Americans. https://www.advisorperspectives.com/commentaries/2018/07/13/agriculture-around-the-world

Towards Lawful Money, Salter
Over the past several weeks, I have argued that current monetary institutions are incompatible with the rule of law; that those monetary institutions do not work well at delivering macroeconomic stability; and that we should seriously explore alternative regimes that adhere to the rule of law, especially those conducive to monetary cosmopolitanism.  The next question is, how do we get there?  What do we do if we want to move towards lawful money? https://www.aier.org/article/sound-money-project/towards-lawful-money

What Would LDI Look Like for Public Pensions? CIO
Perhaps instead of LDI,  this strategy could more accurately be called funded status volatility minimization, but I suppose FSVM hardly rolls off the tongue. https://www.ai-cio.com/news/ldi-look-like-public-pensions/

Low rates troubles for insurances and pension funds,  sr-sv
A CGFS report highlights the pressure of a ‘low for long’ interest rate environment on life insurance companies and defined-benefit pension funds. This pressure reflects a fundamental mismatch: the duration of liabilities is greater than that of assets. Hence low rates (discount factors) have reduced funding ratios below 100% after the great financial crisis. Simulations suggest that funding ratios could decline further, possibly accompanied by negative net cash flows. A ‘low-for-long’ scenario would broadly make things worse. While the nature of this risk is well known, its manifestation is gradual and partly mitigated by the asset reflation of the 2010s. The worst scenario for insurance companies and pension funds is one where rates ultimately fail to rise or are pushed even lower (negative) due to new deflationary financial market shocks.  http://www.sr-sv.com/low-for-long-rates-pressure-on-pensions-and-insurances/

Fisher on debt - It is a cycle and when optimism falls so will financial assets, mrzepczynski.blogspot.com/
The uncertainty of higher nominal and real rates, variable inflation, currency changes, and variable growth all contribute to a change in the optimism that caused more borrowing. A change in these expectations will rob current borrowers of refinancing and rob lenders of a chance to see a return of the funds. Financial assets will deflate, wealth will decline, and future growth slowed.  http://mrzepczynski.blogspot.com/2018/07/fisher-on-debt-it-is-cycle-and-when.html




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