Oct 24, 2018

RH Links - 10/24/2018

QUOTE OF THE DAY

"The idea that one can trace the causal connections of any events without employing a theory, or that such a theory will emerge automatically from the accumulation of a sufficient amount of facts, is sheer illusion."   -- Friedrich Hayek


RETIREMENT FINANCE AND PLANNING

Why Winging Your Retirement is a Really Bad Idea, Cordant
But here I want to highlight, in addition to the non-financial reasons, a very important financial reason to stop winging your retirement: the sequence of returns risk.  http://blog.cordantwealth.com/why-winging-your-retirement-is-a-really-bad-idea

How to Stress Test Your Financial Plan: A Look at the Key Variables, Cordant
As any engineer can tell you, sensitivity and stress testing are important tools in determining how a system can fail and therefore, determining the safe usage for that system. When it comes to your financial life, it should be no different. Stress testing your financial plan is an important exercise in determining the health of your wealth. While this a natural inclination for engineers, it can be unclear where to start. 

Contradicting Warren Buffett: When Volatility is Risk, Cordant
Most people have neither the discipline nor the timeframe of Warren Buffett. As a result, most people cannot ignore volatility as a type of risk to manage when building their investment portfolio. On this Buffett is wrong—volatility is risky for you even if it isn’t for him. [Cordant is correct but does not go far enough. Buffet (icon, yes, but let’s ignore for now his pandering on tax policy and recent history of underperformance) has nothing to do with retiree portfolio management in the sense that (a) he has infinite horizons (a point made here) and sources capital via a corporation’s access to capital markets, (b) has no consumption constraint, and (c) he effectively manages to single period (makes one myopic on volatility and sequence risk). Give him a $1M portfolio, a 5% spend rate, an age of 50, and his own skin in the retirement game and he would no doubt succeed but his rhetoric would be very different. Oh, and remember that volatility->sequence risk->permanent loss of capital in a way.  Vol is risk for retirees ]  http://blog.cordantwealth.com/contradicting-warren-buffet-when-volatility-is-risk

Retirement Risk Assessment: History Is Not a Guide, Joe Tomlinson
The expected age at death for the last member of the couple is very close to 95. So a 30-year retirement has evolved into more of an average estimate rather than a conservative one, particularly for client couples…For retirement risk assessment, worst-case analysis based on historical returns paints too rosy a picture. Instead, Monte Carlo simulations based on realistic average return forecasts, with a focus on results at the lower percentiles, presents a much more accurate indication of risk. https://www.advisorperspectives.com/articles/2018/09/24/retirement-risk-assessment-history-is-not-a-guide

Are Reverse Mortgages Still Viable as a Financial Planning Tool?
by Wade Pfau, Ph.D., CFA, 10/22/18
I find that financial advisors who maintain the conventional wisdom about reverse mortgages as only being worthwhile as a last resort should instead give them a second chance by updating their due diligence. https://www.advisorperspectives.com/articles/2018/10/22/are-reverse-mortgages-still-viable-as-a-financial-planning-tool

Why $5 Million Is Barely Enough To Retire Early With A Family
Posted by Financial Samurai
I’m sure there will continue to be disbelievers that $5 million or more in after-tax investments is what’s required to live a comfortable, but not extravagant lifestyle in a high cost location. https://www.financialsamurai.com/why-5-million-dollars-is-barely-enough-to-retire-early-with-a-family/


Did Suze Orman just pour cold water on the FIRE movement?  ERN
…to a neutral observer, Suze Orman won the argument!  https://earlyretirementnow.com/2018/10/15/suze-orman-vs-fire-movement/

What Everybody Is Getting Wrong About FIRE, MMM
It’s a system of living your best life in all ways rather than just the financial, based on our best understanding of human nature, with a bit of math and science behind it. Like science itself, it’s not a dogma or a religion, but more of a self-aware system that invites questions and experiments. It’s always open for modification or improvement, but like science itself, there’s nothing for a rational person to hate. Who hates learning? The reason it has spread to millions of people is that it works. People try it, they like the results, and so they share it with their friends, and the cycle repeats. There’s no stopping an idea or a movement like that.  http://www.mrmoneymustache.com/2018/10/05/the-fire-movement/

It is not “Absurd” to Express Expected Future Healthcare Costs as a Lump Sum Present Value, Ken Steiner
Under the Actuarial Approach, the lump sum present value of healthcare costs is an important component of determining your annual recurring spending budget in retirement.  If you are retired, it is the amount that you should have reserved today to cover your expected future healthcare costs.  If reasonable planning assumptions are used to estimate this amount, the result, while it may be higher than you like, is certainly not absurd.  We acknowledge that streams of future spending budgets developed from reasonable present value of assets and spending liability calculations may be more meaningful than the lump sum present values of the assets and spending liability components used in the calculations.    http://howmuchcaniaffordtospendinretirement.blogspot.com/2018/10/it-is-not-absurd-to-express-expected.html

HITBLITS: Charles Barkley and Saving for Retirement, Dirk Cotton
Having it and losing it seems to be heavy on the minds of many near-retirees who see record equity prices and who have lived long enough to know that bull markets don't last forever. They can end very badly. Severe bear markets near a retirement date can delay retirement plans and even permanently lower a standard of living in retirement. http://www.theretirementcafe.com/2018/10/hitblits-charles-barkley-and-saving-for.html


MARKETS AND INVESTING

Andrew W. Lo: To Survive Adaptive Markets, Look to Biology
Lo believes it’s possible to engage in active risk management without getting involved in active portfolio management. “We need to break that link,” he said, asserting that modern technology allows investors to construct a portfolio that engages in active risk management while remaining skeptical about the existence of alpha. https://blogs.cfainstitute.org/investor/2018/10/18/andrew-w-lo-to-survive-adaptive-markets-look-to-biology/

Multiple risk-free interest rates sr-sv.com
Financial markets produce more than one risk-free interest rate. This is because there are several separate market segments where structured trades replicate such a rate. Differences in remuneration arise for two reasons. First, financial frictions can prevent arbitrage. Second, some risk-free assets pay additional convenient yields, typically by virtue of their liquidity and suitability as collateral. Put simply some “safe assets” have value beyond return. U.S. government bonds, in particular, seem to provide a sizable consistent convenience yield that tends to soar in crisis. This suggests that there are arbitrage opportunities for investors that are flexible, impervious to convenience yields and tolerant towards temporary mark-to-market losses.  http://www.sr-sv.com/multiple-risk-free-interest-rates/



ALTERNATIVE RISK

Real Estate As A Portfolio Diversifier? RCM
Based on the title alone, we were ready to pounce on the conclusions – knowing from our own experiences that it is anything but a diversifier in times of market crisis periods. But in the end, Carlson actually does a fair job of highlighting this and warning investors off using it as a tail risk hedge to stock heavy portfolios:  https://www.rcmalternatives.com/2018/10/real-estate-as-a-portfolio-diversifier/

Trend Following & Managed Futures, Larry Swedroe
The bottom line is that, given the diversification benefits and the downside (tail-risk) hedging properties, a moderate portfolio allocation to trend-following strategies merits consideration. Note, however, that the generally high turnover of trend-following strategies renders them relatively tax inefficient. Thus, there should be a strong preference to hold them in tax-advantaged accounts.  https://www.etf.com/sections/index-investor-corner/swedroe-trend-following-managed-futures/page/0/1



SOCIETY AND CAPITAL

The 8 Major Forces Shaping the Future of the Global Economy, visualcapitalist
The book focuses on eight major themes ranging from shifting human geography to the never-ending evolution of money. And below, we present some of the key visualizations in the book that serve as examples relating to each major theme. http://www.visualcapitalist.com/the-8-major-forces-shaping-the-future-of-the-global-economy/

The Remarkable Fall in Global Poverty, Tim Taylor
The world has seen a dramatic fall in absolute poverty in the last 30 years or so. In 1990, more than one-third of the world's population was below the absolute poverty line; by 2015, it was 10% and falling. The raw number of people below the absolute poverty line declined by more than 1 billion. This extraordinarily rapid rise in the economic well-being of the world's poorest is without historical precedent.  http://conversableeconomist.blogspot.com/2018/10/the-remarkable-fall-in-global-poverty.html



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