{"id":65436,"date":"2018-08-28T00:01:33","date_gmt":"2018-08-28T04:01:33","guid":{"rendered":"http:\/\/www.hedgeco.net\/news\/?p=65436"},"modified":"2018-08-27T22:29:59","modified_gmt":"2018-08-28T02:29:59","slug":"research-on-a-levered-6040-approach-vs-100-equities","status":"publish","type":"post","link":"https:\/\/hedgeco.net\/news\/08\/2018\/research-on-a-levered-6040-approach-vs-100-equities.html","title":{"rendered":"Research on a Levered 60\/40 Approach vs. 100% Equities"},"content":{"rendered":"<p>(Grubstreet) Following the launch of the WisdomTree 90\/60 U.S. Balanced Fund (NTSX) , Cliff Asness, co-founder of AQR Capital Management, commented on Twitter that although he had a \u201c22-year head start\u201d from a research perspective (linking to a piece he wrote in December of 1996 serving as Goldman Sachs Asset Management\u2019s director of quantitative research), WisdomTree managed to \u201cbeat him\u201d in launching this type of levered 60\/40 idea in an exchange-traded fund. <\/p>\n<p> In Asness\u2019s 1996 piece, titled \u201c Why Not 100% Equities: A Diversified Portfolio Provides More Expected Return per Unit of Risk ,\u201d one of his core arguments was that an \u201cinvestor willing to bear the risk of 100% equities can do even better with a diversified portfolio.\u201d <\/p>\n<p><a href=\"https:\/\/www.hvst.com\/posts\/research-on-a-levered-60-40-approach-vs-100-equities-wGLTkg5D?utm_source=Albourne&#038;utm_medium=social&#038;utm_campaign=HVST_content&#038;utm_term=cold&#038;utm_content=WTree_research_levered\">To read this article:<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>(Grubstreet) Following the launch of the WisdomTree 90\/60 U.S. Balanced Fund (NTSX) , Cliff Asness, co-founder of AQR Capital Management, commented on Twitter that although he had a \u201c22-year head start\u201d from a research perspective (linking to a piece he [&hellip;]<\/p>\n","protected":false},"author":4,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-65436","post","type-post","status-publish","format-standard","hentry","category-syndicated"],"_links":{"self":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/65436","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/users\/4"}],"replies":[{"embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/comments?post=65436"}],"version-history":[{"count":1,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/65436\/revisions"}],"predecessor-version":[{"id":65437,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/posts\/65436\/revisions\/65437"}],"wp:attachment":[{"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/media?parent=65436"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/categories?post=65436"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/hedgeco.net\/news\/wp-json\/wp\/v2\/tags?post=65436"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}