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Is the 60 - 40 stock-bond pension fund rule wise?

Ziemba, William T. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 63-72

Persistent link: https://www.econbiz.de/10009708219

How does Clinton stand up to history : US stock market returns and presidential party affiliations, 1928 - 97

Hensel, Chris R.; Ziemba, William T. - In: Security market imperfections in worldwide equity markets, (pp. 203-217). 2000

Persistent link: https://www.econbiz.de/10001506419

Predicting returns on the Tokyo Stock Exchange

Schwartz, Sandra L.; Ziemba, William T. - In: Security market imperfections in worldwide equity markets, (pp. 492-511). 2000

Persistent link: https://www.econbiz.de/10001506436

Security market imperfections in worldwide equity markets

Keim, Donald B. (contributor); … - 2000

Persistent link: https://www.econbiz.de/10000968945

Holiday effects in the US equity futures markets

Ziemba, William T.; Dzhabarov, Constantine - In: The journal of prediction markets 15 (2021) 3, pp. 105-112

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Covariance complexity and rates of return on assets

MacLean, Leonard C.; Foster, Michael E.; Ziemba, William T. - In: Journal of banking & finance 31 (2007) 11, pp. 3503-3523

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Some historical perspectives on the Bond-Stock Earnings Yield Model for crash prediction around the world

Lleo, Sébastien; Ziemba, William T. - In: International journal of forecasting 31 (2015) 2, pp. 399-425

Persistent link: https://www.econbiz.de/10011474134

Does the bond-stock earnings yield differential model predict equity market corrections better than high P/E models?

Lleo, Sébastien; Ziemba, William T. - In: Financial markets, institutions & instruments 26 (2017) 2, pp. 61-123

Persistent link: https://www.econbiz.de/10011713610

The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance

Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008

Persistent link: https://www.econbiz.de/10003779564

Is the 60-40 Stock-Bond Pension Fund Rule Wise?

Ziemba, William T. - 2014

Pension funds typically suggest the 60-40 stock-bond rule to lower risk as during stock market declines bonds tend to rise. However, US investment returns have been presidential party dependent; and returns in the last two years of all administrations exceed those in the first two years. The...

Persistent link: https://www.econbiz.de/10013068336