Attention Economy


Friday, December 8, 2023

Interest Rates, Bonds, Stocks, and Portfolio Allocation

If You Hate Investment Risk, High Interest Rates Are Great. With a Catch.
https://www.nytimes.com/2023/12/08/business/interest-rates-stocks-bonds-retire.html
Investors who want to lock in safe income may be hurt over the long haul if they don’t also hold stocks, our columnist says. 

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You’re Better Off Going All in on Stocks Than Bonds, New Research Finds
https://www.bloomberg.com/news/articles/2023-12-08/bonds-role-in-retirement-plans-questioned-by-new-research
Related: 
Beyond the Status Quo: A Critical Assessment of Lifecycle Investment Advice
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4590406
Abstract
We challenge two central tenets of lifecycle investing: (i) investors should diversify across stocks and bonds and (ii) the young should hold more stocks than the old. An even mix of 50% domestic stocks and 50% international stocks held throughout one’s lifetime vastly outperforms age-based, stock-bond strategies in building wealth, supporting retirement consumption, preserving capital, and generating bequests. These findings are based on a lifecycle model that features dynamic processes for labor earnings, Social Security benefits, and mortality and captures the salient time-series and cross-sectional properties of long-horizon asset class returns. Given the sheer magnitude of US retirement savings, we estimate that Americans could realize trillions of dollars in welfare gains by adopting the all-equity strategy.
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Stock Pickers Never Had a Chance Against Hard Math of the Market
https://www.bloomberg.com/news/articles/2023-08-25/even-best-stock-pickers-face-an-uphill-battle-beating-the-market
In years like this one, when just a few big companies outperform, it’s hard to assemble a winning portfolio.
This is why stock picking is so hard - and index investing so easy - for favorable returns
https://www.theglobeandmail.com/investing/investment-ideas/article-positive-skewness-shows-how-just-a-few-stocks-enhance-index-returns/
Do stocks outperform Treasury bills?
https://wpcarey.asu.edu/department-finance/faculty-research/do-stocks-outperform-treasury-bills
Bessembinder, Hendrik (Hank), Shareholder Wealth Enhancement, 1926 to 2022
https://ssrn.com/abstract=4448099 or http://dx.doi.org/10.2139/ssrn.4448099 
Hendrik Bessembinder, Te-Feng Chen, Goeun Choi & K. C. John Wei (2023) Long-Term Shareholder Returns: Evidence from 64,000 Global StocksFinancial Analysts Journal, 79:3, 33-63
https://doi.org/10.1080/0015198X.2023.2188870
Abstract
We study long-run shareholder outcomes for more than 64,000 global common stocks during the January 1990 to December 2020 period. The majority, 55.2% of U.S. stocks and 57.4% of non-U.S. stocks, underperform one-month U.S. Treasury bills in terms of compound returns over the full sample. Focusing on aggregate shareholder outcomes, we find that the top-performing 2.4% of firms account for all of the $US 75.7 trillion in net global stock market wealth creation from 1990 to December 2020. Outside the United States, 1.41% of firms account for the $US 30.7 trillion in net wealth creation.