2006 Math Portfolio 
Random Roger's Retirement Planning
AUGUST 17, 2023
The title tells you the author's conclusion, Why Your Portfolio Should Hold Way More Than 30 Stocks. In my opinion the diversification benefit hits diminishing returns pretty close to 40 individual holdings based on math if nothing else. If a portfolio starts with 40 holdings each with an equal 2.5% Not too many I'd say.
The Big Picture
MAY 9, 2023
So I took it upon myself to go off and took a course in bond math, took another course in derivatives and realized the underlying fundamental concepts were barely, I mean, it wasn’t even high school math in most cases. And then in a fit of madness, I guess, at the end of 2006, the credit markets were pretty uninteresting.
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The Big Picture
AUGUST 20, 2024
00:03:14 [Mike Greene] So that was actually an outgrowth from my experience coming out of Wharton and you mentioned the, the, you know, the transition of people who tended to be skilled at math or physics into finance. Initially I joined to help them manage their equity portfolio. It was the exact same trade. I buy everything.
The Better Letter
DECEMBER 15, 2022
Based on the above, nobody should be surprised that 2022 looks like it will be the worst year for the classic 60:40 portfolio since 1937’s -22 percent. 3 Another study , covering the period 1983-2006 utilizing the Russell 3000 Index, achieved similar and consistent results. Things are no better overseas. The saddest. The wildest.
The Big Picture
SEPTEMBER 3, 2024
All of their portfolio managers not only are substantial investors in each of their funds, but they do a disclosure year that shows each manager by name and how much money they have invested in their own fund. So we really think that it creates alignment to have our portfolio managers meaningfully owning shares of the funds that they manage.
Brown Advisory
JUNE 16, 2022
We discount each year at our 10% minimum weighted average cost of capital (WACC) and some infinite series maths gives us the basis for some rough approximations 2. Today the Global Leaders portfolio cash flow duration in real terms is in the 15 to 17-year range using this calculation.
The Big Picture
MARCH 12, 2024
And I would say that Washington was pretty interesting because we had gone and, and spoken to people in 2005, 2006, and to kind of let people know that there was something, these are, this is a trillion dollars worth of misprice risk. So that’s an active part of portfolio trimming and opt and optimization.
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