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标题: GMO Asset Allocation Article [打印本页]

作者: BC_MBA_student    时间: 2011-7-11 18:53     标题: GMO Asset Allocation Article

FYI,
James Montier recently posted an article on GMO.com called "I Want to Break Free, or, Strategic Asset Allocation Is Not Static Allocation" that is one of the best articles I've ever read. He talks about the Yale model, the history of MPT and how GMO uses valuation rather than past returns in doing asset allocation. Should be required reading for CFA candidates, highly recommended!




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