On the back of an announcement that PIMCO is launching a pure assets ETF, Mebane Faber’s got an interesting run-down of the structure and performance of several lazy portfolios. The thought process here is that theoretically, one could create a truly diversified portfolio with just 3 ETFs: stocks, bonds and now, assets. This is Faber’s [...]
by Zack Miller on June 2, 2009
AlphaClone is probably the best research platform out there for investors looking to recreate, or “clone”, portfolios developed by leading hedge fund and mutual fund managers. AlphaClone is Mebane Faber’s online foray that implements much of the research he recently published in The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear [...]