Еще одно любопытное исследование



60/40

60% US Stocks
40% US 10 Govt Bonds

Swensen Portfolio (Source: Unconventional Success, 2005)

30% US Stocks
20% REITs
20% Foreign Stocks
15% US Govt Short Term
15% TIPS

El-Erian Portfolio (Source: When Markets Collide, 2008)

15% US Stocks
15% Foreign Developed Stocks
12% Foreign Emerging Stocks
7% Private Equity
5% US Bonds
9% International Bonds
6% Real Estate
7% Commodities
5% TIPS
5% Infastructure
8% Special Situations

Arnott Portfolio (Source: Liquid Alternatives: More Than Hedge Funds, 2008)

10% US Stocks
10% Foreign Stocks
10% Emerging Market Bonds
10% TIPS
10% High Yield Bonds
10% US Govt Long Bonds
10% Unhedged Foreign Bonds
10% US Investment Grade Corporates
10% Commodities
10% REITs

Permanent Portfolio (Source: Fail-Safe Investing, 1981 )

25% US Stocks
25% Cash (T-Bills)
25% US Long Bonds
25% Gold

Andrew Tobias Portfolio (Similar to Bill Shultheis & Scott Burns’s 3 Fund portfolios)

33% US Stocks
33% Foreign Stocks
33% US Bonds

William Bernstein Portfolio (Source:The Intelligent Asset Allocator, 2000 )

25% US Stocks
25% Small Cap Stocks
25% International Stocks
25% Bonds

Ivy Portfolio (Source: Ivy Portfolio, 2009)

20% US Stocks
20% Foreign Stocks
20% US 10Yr Gov Bonds
20% Commodities
20% Real Estate

Risk Parity Portfolio (Unlevered, Faber PPT)

7.5% US Stocks
7.5% Foreign Stocks
35% US 10 Year Bonds
35% Corporate Bonds
5% GSCI
5% Gold
5% Real Estate

ЗЫ правда похожее что то уже обсуждали :)