Asset allocation quarterly

David Wolf and David Tulk

Asset allocation quarterly – from a Canadian perspective

 

 

New Year, Same Playbook

First Quarter 2021

The distribution of COVID-19 vaccines and stimulus provided by governments and central banks has many focusing on brighter days ahead. In their latest paper, David Wolf, David Tulk and Ilan Kolet outline their views of the recovery ahead and how they are positioning their asset allocation funds for Canadian investors.  

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新的一年,同樣的戰略戰術 (Chinese version) pdf

Debt is fine until it isn’t

Fourth Quarter 2020

Rising debt seems to be keeping both markets and economies going, especially in today’s COVID-impaired world. In their latest paper, David Tulk and David Wolf explain how their active asset allocation strategies are addressing the short and long-term consequences of today’s debt-driven markets.

Diversification amid the disconnect

Third Quarter 2020

David Tulk and David Wolf emphasize the importance of portfolio diversification that appropriately manages risk while maximizing performance.

 

在股市與經濟脫節時的分散投資 (Chinese version) pdf

This too shall pass

Second Quarter 2020

David Wolf and David Tulk discuss the impact of the COVID-19 pandemic and what they’re doing in the multi asset class funds they manage for Canadian investors.

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終將雨過天青 (Chinese version) pdf

“Hit ‘em where they ain’t”

First Quarter 2020

David Wolf and David Tulk discuss the risks of allocating assets based on consensus expectations and the value of investing in markets where others are not.

How going global can help Canadian investors

Fourth Quarter 2019

David Wolf and David Tulk tackle a frequently asked question: How should Canadian investor portfolios be split between foreign and domestic assets? They discuss the notion of ‘home bias’ and the diverse factors that determine the appropriate asset split for Canadian investors.

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Respecting the unknowable

Third Quarter 2019

David Wolf and David Tulk describe the unusual uncertainty of the global economy because of trade tensions and lower interest rates. They discuss how these factors are impacting their current active asset allocation positioning.

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Reacting to the reaction function

Second Quarter 2019

David Wolf and David Tulk discuss the Q1 rebound, which was led by the U.S. Federal Reserve’s dovish pivot. They discuss what this may mean for markets and for them as asset allocators.

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