June 04, 2023

Episode 264: Assorted Monte Carlo Simulations, Leveraged Portfolios, Valuation-Related Crystal Balls And Portfolio Reviews As Of June 2, 2023

34 minutes

In this episode we answer emails from Thirsty Horse, Alexi (a/k/a "the Dude") and Mark. We discuss our charity, assorted Monte Carlo simulations on Portfolio Visualizer and data sources, rebalancing of leveraged portfolios and the choice of leverage (follow up on Episode 259), Flight of the Conchords, and the pitfalls of trying to use valuation metrics as crystal balls.

And THEN we our go through our weekly portfolio reviews of the seven sample portfolios you can find at Portfolios | Risk Parity Radio.

Additional links:

Become a Patron and Support our Charity: Risk Parity Radio | creating A Podcast | Patreon

Monte Carlo Analysis of basic Golden Ratio portfolio back to 1994: https://tinyurl.com/mswkra9c

Monte Carlo Analysis of Golden Ratio portfolio back to the 1970s: https://tinyurl.com/hzd6xftt

Portfolio Charts Retirement Spending Calculator: RETIREMENT SPENDING – Portfolio Charts

Michael Kitces Optimized Rebalancing Articles: Optimal Rebalancing – Time Horizons Vs Tolerance Bands (kitces.com)

Aswath Damodaran on Long View Podcast: Aswath Damodaran: A Valuation Expert’s Take on Inflation, Stock Buybacks, ESG, and More | Morningstar

Aswath Damodaran/Equity Risk Premium: Damodaran On-line Home Page (nyu.edu)

Errant 2013 Paper re 4% Rule: delivery.php (ssrn.com)

Kitces CAPE Ratio Article 2014: Shiller PE: Bad Market Timing, Good Retirement Planning (kitces.com)

Kitces CAPE Ratio Article 2016: Reducing Retirement Return Assumptions For High Valuation? (kitces.com)