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Momentum, Low Vol, Risk Parity, and Asset Allocation

May 15, 2012
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    Lots of people emailed this over today.  Nice article (although the Sharpe Ratios are overstated since they exclude the rfr for some reason.)

    Adaptive Asset Allocation – Butler & Philbrick

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      MEB FABER is co-founder and the Chief Investment Officer of Cambria Investment Management, and author of multiple books.

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