All of ColbyDavis's Comments + Replies

There's nothing I strongly disagree with with what you just said, but I think you are probably underestimating the heterogeneity of peoples' financial lives and the degree to which many people enjoy a personal touch.

Things like medicine and legal assistence need to be personalized because different people have >significantly different medical and legal issues, but investment?

Since I have started working in my current role I have been impressed with just how complex and particular an individual's financial situation can be, especially when dealing wi... (read more)

1V_V
I see. It is certainly possible that I tend to underestimate the complexity of this industry due to my lack of expertise. It is difficult for me to evaluate your paper. Anyway, good luck!

The age of the advisor matters not because of the skills he is or is not able to transfer to employees but because it may effect whether he wants to bring you on as a client in the first place. Most wealth management practices are owned by a single advisor or a small number of partners who are more concerned about maintaining their lifestyle than ensuring that their firm remains competitive in perpetuity. If a 55 year old advisor has an established practice working mostly with clients about her age who she likes, she is unlikely to take on a 25 year old fr... (read more)

1V_V
Is it? I never heard of a dentist refusing to take a client because of age difference. Do you have any reference? Anyway, I understand that while a dentist or a lawyer may be interested to short-term goals, a financial adviser should be interested more to long-term goals, which may cause an age effect. But then, why don't financial managment practices scale to large corporations, or become more like investment funds that provide standardized products? Maybe I'm overestimating my understanding due of the Dunning–Kruger effect, but from the outside view, it looks like this industry should have substantial economies of scale, since large corporations don't have this age bias, and they can better reduce risk using asset diversification, while the benefits of having a personal financial adviser making a personalized investment plan seem small unless you are truly unusual. I mean, even luxury items such as Rolex watches and Ferrari cars are more or less standardized products made by corporations. Even if you are very wealthy you are most likely not going to hire a personal engineering team to make and maintain your own fancy car. Things like medicine and legal assistence need to be personalized because different people have significantly different medical and legal issues, but investment? I can't help but notice that proven investment strategies (index investment) are usually provided by large corporations like Vanguard, while more speculative investment strategies that promise to outperform index investment are provided by small-scale firms operating according a business model which, will all due respect, reminds me of tarot readers. I don't mean to imply that that all financial advisers are charlatans. There are obviously lots of incompetent investors and advisers who consistently underperform index funds and a few highly competent investors and advisers who consistently overperforms index funds, probably by taking value from these incompetent investors. Finding the

Vanguard may very well be better for you, and I am happy to tell people to take advantage of Vanguard if their fortunes are small or they don't want to spend a lot of time on their portfolio or hire an FA.

I want to quell the notion, however, that you're only worthwhile to a financial advisor if you have millions of dollars. The average FA is 50+ years old and so is generally more interested in how your portfolio looks right now than what it will look like in 20-30 years, but younger advisors are much more interested in the trajectory of your wealth. My firm has, and I have known other FAs who have, taken on younger clients with trivial amounts of current assets because they were dedicated to an aggressive savings plan.

1V_V
Why does the age of the financial adviser matter? A firm can be expected to professionally outlive its employees and keep providing its services to its customers after any specific employee retires or quits, provided that employees operate according to known principles and their expertise if generally transferable. That's how engineering and medicine are done, for instance. Is financial advising some kind of non-transferable "dark art" such that advisers aren't easily replaceable? This rings some alarm bells...

This confuses me a little since the vast majority of the funds they invest in are Vanguard ETFs. Maybe you mean >something more specific that I'm missing?

Haha, ok. So you can just go buy a Vanguard target-date retirement fund and let the fund's internal structure take care of the asset allocation for you, or you can go talk to somebody at Vanguard who will either give you some straightforward advice about how to build your own portfolio for a one-time fee or build your portfolio for you for an ongoing fee, or go to Betterment where they will build yo... (read more)

1blashimov
So what I'm getting is that if I already am investing in Vanguard, and being reasonable, the added value of betterment if any isn't worth my time? This is what I was trying to figure out today.

I completely agree and would add that just because you know a lot about tech does not mean you are qualified to identify angel investment opportunities. Knowing a lot about accounting is probably just about as important. David Swensen, portfolio manager for the Yale endowment fund, and probably the most successful venture capital investor in the world, constantly stresses that only the top 10% or so of private equity funds have posted returns that have beaten small cap indexes and justified their costs and risks, and you're only going to have access to the top 10% of these funds if you have billions of dollars to work with.

Correlation doesn't imply causation. It is plausible that correlation actually goes in the way opposite than what you are >proposing: in wealthier nations people have more disposable money to play zero-sum games with.

Which is why I said predictors, not correlates. There is plenty of research to support my claim; the source I cite points to some of it. Obviously teasing out the arrow of causality is difficult in large scale, trans-generational, international macroeconomic settings, but economists have done their best and the evidence supports the Solow growth model that Metus has brought up.

Good point. Again, these strategies don't always work, and their returns are more skewed and leptokurtic than broad market averages, which is probably at least part of the reason they work in the first place. An interesting thing about value and momentum though is that the two strategies have negatively correlated active returns, i.e. value tends to outperform when momentum is underperforming and vice versa, which allows for portfolio construction that can be less volatile than a broad index.

It is true that momentum hasn't been very strong in the US equity... (read more)

That sounds like usual risk aversion. How is that a bias?

Loss aversion is different than risk aversion, though they are related concepts, the shape of an agent's utility function under loss aversion can lead to inconsistent preferences.

Why in recent years? Why aren't these funds more common? And since you are talking about "rebalancing" in the next >paragraph, are these funds really automatic, like index funds, or do they still require active portfolio managment?

I can only speculate as to what the average of all the millions of decision... (read more)

3V_V
Thanks for your extensive reply. The message I take away is that most "normal" people, that is, financial non-experts with an average risk aversion, would probably benefit from investing in index funds. Unusual people outside this demographic may benefit from knowing that there are some investment strategies which are claimed to yield higher risk-neutral expected returns.

I've obtained my leverage mostly through credit card stoozing, the act of taking advantage of low and 0% promotional credit card balance transfers and rolling the balances over as necessary. As I said at the talk and every time I bring this up, I do NOT recommend this unless you, like me, have an Asperger's level attention to financial minutiae. This is also a strategy that only is worthwhile while your net worth is relatively low. I started doing it in college and am now winding the strategy down, to be replaced with portfolio margin, which is cheaper and... (read more)

The online services Betterment and WealthFront explicitly state they hold the efficient markets hypothesis is true and invest exclusively in broad-market index funds. I consider their approach to be an alternative to using Vanguard, which is to say, they offer an excellent service and many people would be well to use them, but I believe more optimal investing is possible. In my opinion it is not really possible to scale a market-inefficiency-exploiting strategy to the level that Betterment and WealthFront are after.

0G0W51
What exactly do you suggest using to invest, then?
3Malo
Yeah, I can imagine it's hard to take advantage of some of the inefficiencies you pointed out at that scale. Though they do invest in funds like Small-Cap ETFs because of the market inefficiency you pointed out. This confuses me a little since the vast majority of the funds they invest in are Vanguard ETFs. Maybe you mean something more specific that I'm missing?

Part of my hope with this paper is that it would provide readers with the means of determining whether a financial professional is articulating a reasonable investment approach vs. the meaningless fluff that is typically touted if they are willing and able to engage an advisor. If you don't wish to use an advisor or don't have enough funds to make it worth one's time then going the Vanguard route is probably best.

DFA has a Find an Advisor feature which may be a good starting point for those looking for an advisor. Any advisor approved to use DFA funds will... (read more)

Learning to play an instrument is probably not something most people can get an 80/20 sort of benefit from, but it belongs in a class of activities in which some/many people can put minor effort in to reap the significant benefit of becoming a more interesting person, depending on one's innate proclivities. Other examples may include dancing, singing, drawing/painting, certain sports/physical activities, craft-work, etc.

Has anybody suggested that the great filter may be that AIs are negative utilitarians that destroy life on their planet? My prior on this is not very high but it's a neat solution to the puzzle.

5MugaSofer
Oh, a failed Friendly AI might well do that. But it would probably realize that life would develop elsewhere, and take steps to prevent us.
2Stuart_Armstrong
And then it goes on to destroy all life in the universe...