Our Dynamic Asset Allocation Philosophy
Return chasing is one of several behavioral biases that leads to short-term momentum and long-term mean reversion in asset prices. We use simple measures of value and momentum to efficiently adjust your portfolio, which we believe will result in better long-term risk-adjusted returns, and greater confidence in how your portfolio is managed.
Choose from one of our risk-based model portfolios, or design your own Strategic Asset Allocation.
Model Portfolio #1
Model Portfolio #2
Model Portfolio #3
See our research on return chasing here, and our research on value and momentum applied at the asset class level in our paper in the Journal of Portfolio Management here.