http://www.mebanefaber.com/2009/02/04/portfolio-of-risk-premia-a-new-approach-to-diversification/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 http://www.mebanefaber.com/2009/02/04/portfolio-of-risk-premia-a-new-approach-to-diversification/comment-page-1/#comment-4270 gbasin Fri, 06 Feb 2009 00:01:43 +0000 http://www.mebanefaber.com/?p=554#comment-4270 Just read this paper yesterday when it was linked from another blog. I'm concerned that they stopped with end of september returns, very curious to see how this would've done in the past 4 months... I'm guessing something like -40%. Will be tough to replicate exactly what they did though Just read this paper yesterday when it was linked from another blog. I'm concerned that they stopped with end of september returns, very curious to see how this would've done in the past 4 months… I'm guessing something like -40%. Will be tough to replicate exactly what they did though

]]> http://www.mebanefaber.com/2009/02/04/portfolio-of-risk-premia-a-new-approach-to-diversification/comment-page-1/#comment-1130 gbasin Thu, 05 Feb 2009 18:01:43 +0000 http://www.mebanefaber.com/?p=554#comment-1130 Just read this paper yesterday when it was linked from another blog. I'm concerned that they stopped using end of october returns, very curious to see how this would've done in the past 4 months... I'm guessing something like -40%. Will be tough to replicate exactly what they did though Just read this paper yesterday when it was linked from another blog. I'm concerned that they stopped using end of october returns, very curious to see how this would've done in the past 4 months… I'm guessing something like -40%. Will be tough to replicate exactly what they did though

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