Portfolio Management – The Chicago Notebook

How Strongly Do Expectations Affect Portfolio Choices?

Investors increase the share of equities in their portfolios by about 0.7 percentage points when the return that they expect to earn on stocks rises by 1 percentage point.

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Chicago Global Strategies is a Cayman Islands-domiciled quantitative global factor investing fund that is created based on the guiding principles based on over 50 years of financial markets research done at or influenced by the intellectual tradition from the University of Chicago. We are committed to maintaining low fees, take a long-term efficient markets viewpoint, and deploy guiding principles in behavioral finance to create portfolios with defensive and opportunistic tilts to help clients grow their wealth over the long term.