How Investors Can Improve Financial Planning Needs and Portfolio Performance by Implementing an All Duration Asset Allocation Strategy. The goal of this paper is to provide a framew...
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How Investors Can Improve Financial Planning Needs and Portfolio Performance by Implementing an All Duration Asset Allocation Strategy. The goal of this paper is to provide a framework for understanding the appropriate time
horizons for certain asset classes by quantifying their specific duration. We then use that duration framework to apply an asset-liability matching methodology across all time horizons with the goal of helping financial planners and investors implement more behaviorally robust and planning-based investment portfolios. This “All Duration” approach
enhances behavioral alpha by giving investors more certainty in their portfolio across specific time horizons by reducing activity and maintaining a more predictable financial planning process.