Asset‐Class Returns During Rising Interest Rates – March 1971 to Sept...Table 14.2 Various Asset‐Class Cumulative Returns During Last Four Bear Markets...Table 14.3 Risk Parity Portfolio Results with Various Rebalancing Frequencies
List of Illustrations
1 Chapter 1Figure 1.1 Building a Smoother Path
2 Chapter 3Figure 3.1 Annualized Global Equity Excess Returns by Economic Environment –...
3 Chapter 4Figure 4.1 Annualized Long‐Term Treasury Excess Returns by Economic Environm...
4 Chapter 5Figure 5.1 Annualized Long‐Term TIPS Excess Returns by Economic Environment ...
5 Chapter 6Figure 6.1 Annualized Long‐Term Commodity Futures and Commodity Producer Equ...Figure 6.2 Annualized Long‐Term Commodity Futures versus 60/40 Commodity Pro...
6 Chapter 9Figure 9.1 $1 Invested in Risk Parity, Equities, and 60/40 – January 1970 to...
7 Chapter 10Figure 10.1 US Total Debt as a Percentage of Potential Nominal GDP (1915–202...
Guide
7 Foreword
8 Preface
11 Introduction
13 Index
Pages
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