Search found 423 matches

by gbs
Mon Dec 15, 2008 9:38 pm
Forum: Investing - Theory, News & General
Topic: Ex-Dividend date
Replies: 7
Views: 2613

Re: Ex-Dividend date

If you buy after the Record Date you don't receive the dividend. I would like to verify my understanding of an ex-dividend date as it applies to Mutual funds If a fund says Record Date: December 18, 2008 Ex Date: December 19, 2008 Payable Date:December 19, 2008 I assume it means that if I buy shares...
by gbs
Sat Nov 15, 2008 8:44 am
Forum: Investing - Help with Personal Investments
Topic: Tax Loss Harvesting in Taxable
Replies: 6
Views: 2080

Re: Tax Loss Harvesting in Taxable

I have s significant (for me) loss in tax managed small cap. I have harvested losses on international holdings already, but feel I should go ahead and harvest on the small cap as well. I would plan to sell the lot as all are down a significant short term loss. A few questions: 1) Small cap growth o...
by gbs
Wed Nov 12, 2008 10:12 pm
Forum: Investing - Theory, News & General
Topic: A Little-Known Tax Break for Bruised 529s
Replies: 12
Views: 2130

You have to run a few simulation with your CPA. If you combine 529 losses with short and long term investment loses in your taxable account you need to find the best combination before hitting the AMT. In my case if I harvest only 529 loses I would be limited to 17K before I hit AMT but if I add in ...
by gbs
Thu Oct 23, 2008 3:22 pm
Forum: Investing - Help with Personal Investments
Topic: TLH question-Taylor or others
Replies: 17
Views: 3894

Re: conversion doesn't work to ETF's

Thanks again for all your help. I just talked to Vanguard and I can't do a conversion from my tax managed small cap and tax managed int. to an ETF's to avoid the redemption fees. So the only way I can do my TLHing is to sell my tax managed funds and pay the redemption fees, which total about 700.00...
by gbs
Thu Oct 23, 2008 1:34 pm
Forum: Investing - Help with Personal Investments
Topic: TLH question-Taylor or others
Replies: 17
Views: 3894

Re: year end distribution

Thanks for the great advice. I'm planning on selling my tax managed small cap and 500 index fund to purchase total stock market index fund. This will be for TLHing and also because it's makes sense for the long term. Does it make sense to do my TLHing in early Dec. to avoid possible fund distributi...
by gbs
Thu Oct 23, 2008 12:54 pm
Forum: Investing - Help with Personal Investments
Topic: TLH question-Taylor or others
Replies: 17
Views: 3894

Re: avoid redemption fee?

Are you saying this would avoid the redemption fee? Thanks Yes, you will only pay the conversion fee ($50) and not the redemption fee (1%). Also be careful when TLH small cap ans tax managed small cap funds. If you sell one to buy another you have to wait 31 days between transactions. For example: ...
by gbs
Thu Oct 23, 2008 11:47 am
Forum: Investing - Help with Personal Investments
Topic: TLH question-Taylor or others
Replies: 17
Views: 3894

Re: TLH question-Taylor or others

In my taxable account I have some losses that I'm considering selling to do TLH. I've never done this before and have some questions. I have about 27,000 in losses in the tax managed int. Is it possible to sell this fund being that I've held it less than 5 years? If so, can I immediately purchase t...
by gbs
Wed Oct 22, 2008 11:19 am
Forum: Investing - Theory, News & General
Topic: Lucky rabbit foot explained
Replies: 1
Views: 917

Lucky rabbit foot explained

Insecure Minds Wired for Pattern-Finding Larry O'Hanlon, Discovery News Insecure Times Oct. 2, 2008 -- A perfectly healthy human mind can trick itself into seeing things that are not there, and new research has exposed exactly the sort of conditions under which that happens. It turns out that the l...
by gbs
Mon Oct 20, 2008 11:53 pm
Forum: Investing - Help with Personal Investments
Topic: Review - The Little Book of Bull Moves in a Bear Market
Replies: 6
Views: 2077

I'm just going to say this: if you want to hear average investors speaking listen to the Q&A section of his radio shows. m It seems to me that his audience/clients are people that have no clue about investing and love to believe that he can see the future. Also note that he is a broker not a fin...
by gbs
Fri Oct 17, 2008 5:23 pm
Forum: Investing - Theory, News & General
Topic: 17 years of returns: sobering (updated OP)
Replies: 123
Views: 25359

Image

stocks = S&P 500
bonds = total bond market

Starting year on the X axis.

Assumes periodic investments at year end of $30K. All values computed in real returns.

Seems that all stock comes ahead in the vast majority of periods.

gbs
by gbs
Tue Oct 14, 2008 10:42 am
Forum: Investing - Theory, News & General
Topic: Bloomberg: TIPS over 3.1%
Replies: 172
Views: 38862

more Sell/Buy 5000/5000 1 9128274Y5 T Tips (Tips) 378 01/15/2009 98.8203125/99-534 8.612/7.146 -/ AAA


Does this one has a payment left?

gbs
by gbs
Fri Oct 10, 2008 4:40 pm
Forum: Investing - Theory, News & General
Topic: A few thoughts...
Replies: 5
Views: 1726

Re: A few thoughts...

4. Prepare a list of tax swaps that you are comfortable with and be prepared to remain in the alternative funds/etf for the long run. Such a list would be a great resource for the library. Problem is that it depends on your circumstance, taxes, horizon, complexity you are comfortable with etc. I do...
by gbs
Fri Oct 10, 2008 4:07 pm
Forum: Investing - Theory, News & General
Topic: A few thoughts...
Replies: 5
Views: 1726

A few thoughts...

A few thoughts... 1. Relative to the average investor pure buy and holders have equal returns before expenses. And it applies to this sell-off as well. People that sell in the hope of re-entering the market latter will have equal performance with buy and holders before taxes and fees. But will lag B...
by gbs
Fri Oct 10, 2008 3:44 pm
Forum: Investing - Theory, News & General
Topic: Investment Mistakes & Bear Market memories
Replies: 24
Views: 4749

Recent event: convinced a fried to rebalance over the phone. Next thing I know he's at my house... I had to rebalance for him. If was to painful for him to even look at the portfolio!

gbs
by gbs
Fri Oct 10, 2008 3:39 pm
Forum: Investing - Theory, News & General
Topic: Any buyers out there?
Replies: 23
Views: 5037

Bought massive amounts of VEIEX and SCZ in taxable almost out of dry powder. Next on the list is IWC.
by gbs
Fri Oct 10, 2008 3:08 pm
Forum: Investing - Theory, News & General
Topic: Anybody unable to get credit?
Replies: 71
Views: 12524

Got HELOC approved for what I consider to be an over-assessed property @ prime -1%. Credit score 800.

Taking into account the fact that is tax deductible the rate seems a bargain to me in these times. I can't figure out how are they making any money on the loan.

gbs
by gbs
Thu Sep 25, 2008 10:51 pm
Forum: Personal Consumer Issues
Topic: Poll: Best movie about finance!
Replies: 69
Views: 14737

Re: This is my #1

So again, why is it illegal to watch? gbs Because it's a bootleg OK, let me ask you another way then. What is the penalty for watching? gbs That's still in flux now, isn't it. At the very least your ISP can cancel your connection. Do you have one example to cite were the ISP canceled the connection...
by gbs
Thu Sep 25, 2008 10:39 pm
Forum: Personal Consumer Issues
Topic: Poll: Best movie about finance!
Replies: 69
Views: 14737

Re: This is my #1

Nitsuj wrote:
gbs wrote:So again, why is it illegal to watch?

gbs
Because it's a bootleg


OK, let me ask you another way then.

What is the penalty for watching?

gbs
by gbs
Thu Sep 25, 2008 10:35 pm
Forum: Personal Consumer Issues
Topic: Poll: Best movie about finance!
Replies: 69
Views: 14737

Re: This is my #1

Can probably find the whole movie on Google. Or you could legally watch it by buying, borrowing or renting... Was not aware that it is illegal to watch the movie on Google. Could you provide some references? Thanks, gbs Sure, the only copy of the whole movie viewable on videos.google.com was upload...
by gbs
Thu Sep 25, 2008 10:21 pm
Forum: Personal Consumer Issues
Topic: Poll: Best movie about finance!
Replies: 69
Views: 14737

Re: This is my #1

Nitsuj wrote:
gbs wrote:Can probably find the whole movie on Google.

Or you could legally watch it by buying, borrowing or renting...


Was not aware that it is illegal to watch the movie on Google. Could you provide some references?

Thanks, gbs
by gbs
Thu Sep 25, 2008 3:57 pm
Forum: Personal Consumer Issues
Topic: Poll: Best movie about finance!
Replies: 69
Views: 14737

This is my #1

Enron The Smartest guys in the room

Here's the trailer:
http://www.youtube.com/watch?v=0zMakN-EMLg

Can probably find the whole movie on Google.

edit: here's a snipet: http://www.youtube.com/watch?v=dvLZBv8HsO4

Regards, gbs
by gbs
Fri Aug 29, 2008 3:10 pm
Forum: Personal Consumer Issues
Topic: Windows XP Won't Start -- Welcome Your Help
Replies: 42
Views: 9224

Since you have sensitive information on it before you do anything I would back-up a Hard Drive image on a external Hard Disk Drive (can connect trough USB). I recommend m for the backup. Whatever you try after that if something bad happens during recovery you can rewrite back the hdd image and give ...
by gbs
Sun Aug 17, 2008 12:07 am
Forum: Investing - Theory, News & General
Topic: Heard this one?
Replies: 0
Views: 975

Heard this one?

Oil prices down on news that gold supplies are being hoarded by Michael Phelps!

http://www.nytimes.com/2008/08/17/sport ... ref=sports

Regards, gbs
by gbs
Thu Aug 07, 2008 9:43 am
Forum: Investing - Theory, News & General
Topic: El-Erian says to dump US stocks
Replies: 23
Views: 7082

Re: El-Erian says to dump US stocks

He recommends having just 50% in stocks and, of that, just 30% in U.S. companies. That would mean just 15% of an overall portfolio invested in American stocks. Emerging economies are buying developed countries' assets on the cheap and thus will be first to benefit when global deleveraging is comple...
by gbs
Thu Jul 17, 2008 12:21 pm
Forum: Personal Consumer Issues
Topic: Discouraging Nature from decimating my vegetable garden
Replies: 16
Views: 4215

Chicken wire here. Noting else works for my yard.

I have blackberries and raspberries which I had to completely fence (including the top).

Good luck, gbs
by gbs
Sat Jun 28, 2008 12:28 am
Forum: Personal Consumer Issues
Topic: Help with a name for a seafood restaurant
Replies: 168
Views: 60332

The Pearl
by gbs
Mon Jun 23, 2008 7:24 pm
Forum: Investing - Theory, News & General
Topic: Research paper from DFA agains using CCF such as GSCI.
Replies: 12
Views: 3018

A few observations: 1. GSCI (from what I understand) is a market type index for CCF. I think it is appropriate to use back filled return data as long as fund expenses are accounted for. 2. As a market type index GSCI does not include one component of returns that is included in other non market type...
by gbs
Mon Jun 23, 2008 12:29 pm
Forum: Investing - Theory, News & General
Topic: Research paper from DFA agains using CCF such as GSCI.
Replies: 12
Views: 3018

Research paper from DFA agains using CCF such as GSCI.

Added to the library Commodities topic:
viewtopic.php?t=59


Commodity futures in portfolios
by: Truman A. Clark
December 2004
https://my.dimensional.com/local/us/med ... folios.pdf

Research paper from DFA against using CCF such as GSCI.

Regards, gbs
by gbs
Mon Jun 23, 2008 12:25 pm
Forum: Wiki and Reference Library
Topic: Commodities (--> Wiki)
Replies: 10
Views: 21885

29.

Commodity futures in portfolios
by: Truman A. Clark
December 2004
https://my.dimensional.com/local/us/med ... folios.pdf

Research paper from DFA against using CCF such as GSCI.


Return to the Table of Contents
by gbs
Sat Jun 21, 2008 6:50 pm
Forum: Investing - Theory, News & General
Topic: You know it's a bad day...
Replies: 28
Views: 6138

DiscoBunny1979, you are taking it the wrong way. Sorry if hurt you feelings in any way. Obviously the joke does not rely on the luck of getting a date. gbs It's a bad day when you are straight, your siamese twin is gay and has a hot date tonight! I hope this board is above using "gay" joke...
by gbs
Thu Jun 19, 2008 9:20 pm
Forum: Investing - Theory, News & General
Topic: The Dramatic Impact of Taxes
Replies: 18
Views: 5964

tomser, First an observation regarding bonds. In your case, 25% marginal tax bracket, you might also want to consider tax-exempt bonds. Possible to use state municipal bonds from your state. Otherwise three portfolio suggestions for you: 1. 40% TSM, 20% FTSE, 5% Money market, 25% shot term bonds (ta...
by gbs
Thu Jun 19, 2008 3:49 pm
Forum: Investing - Theory, News & General
Topic: The Dramatic Impact of Taxes
Replies: 18
Views: 5964

Tomser, what tax bracket are you in? Regards, gbs HI Robert exellent information thank you i wonder if you can comment on my AA below regarding tax issues so waht is the best approach for retired all taxable accounts this is i have now all vangurads funds TSM ( 50% fund 50% ETF VTI ) Large Value sma...
by gbs
Tue Jun 03, 2008 4:39 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

What do you make of the fact that Vanguard short and intermediate treasury funds returns from Simba's spreadsheet are as good or better than the Corporate Index ?

I remember you being against sampling. The fund you recommend has 107 holdings compared with 550 for the index. Any comments?

gbs
by gbs
Tue Jun 03, 2008 3:46 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

Sh,

I would implement the TIPS/Treasuries strategy using Vanguard funds. How would you implement the corporate strategy?

gbs
by gbs
Mon Jun 02, 2008 10:11 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

Hi, I used the Corporate returns that you posted, short term treasuries and intermediate treasuries from Simba's spreadsheet and IFA 100 returns from ifa website. All are annual returns. Corp VFITX VFISX IFA100 6.07 1.4 3.7 22.5 3.9 3.5 5.5 25.2 6.17 4.1 10.4 21.2 9.99 3.9 14.1 28.2 12.92 9.4 18.9 4...
by gbs
Mon Jun 02, 2008 8:43 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

In terms of individual strategies and only Corps vs Treasuries. Using the data from Simba's table. The efficient frontier for Corps looks exactly the same as the one from Short term treasuries. The Intermediate term treasuries provide for a slightly better return for allocation of 50% IFA100 or more...
by gbs
Mon Jun 02, 2008 3:54 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

Best Mixes for the 1977-2007 period. TSM- total stock market FFSV- small value STT- short term treasuries ITT- intermdiate term treasuries TIPS - treasury inflation protected securities Corp - short term corporate bonds IFA100 - IFA portfolio 100 Here is what the data shows for best mixes 1977-2007:...
by gbs
Sun Jun 01, 2008 2:53 am
Forum: Forum Issues and Administration
Topic: The Censorship Bar on Bogleheads is Set Pretty Low
Replies: 107
Views: 26685

xerty24 wrote:Currently the censorship bar is set to anyone trying to post with Firefox :(


Testing: Post from Firefox...
by gbs
Sat May 31, 2008 11:31 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

GBS: what was the "spread" between ST Treasuries and ST Corp at the starting point of your 1997-2007 analysis? If this spread was more "normal" (or even lower) compared to other times during that time period you were looking at (and perhaps that isn't even the case), could you r...
by gbs
Sat May 31, 2008 9:46 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

Pitchers

X - STDEV Y - Return Blue curve - arithmetic efficient frontier Red curve - geometric efficient frontier Short term treasuries vs Short Term corporate 1977 - 2007. http://i27.tinypic.com/2ldkufb.jpg Basically same risk return if more than 65% TSM. Intermediate term treasuries vs Short Term corporate...
by gbs
Sat May 31, 2008 5:24 pm
Forum: Forum Issues and Administration
Topic: Morningstar Gone?
Replies: 98
Views: 32563

Re: Morningstar Gone?

cudaman wrote:
gbs wrote:
Petrocelli wrote:
gbs wrote:I was sure that you will be the first to comment !

If I didn't do it, someone else would have.

True but YOU were the first!

gbs

And the point is?

Jerry


That Petrocelli is the most concerned poster re Bogleheads well being?

gbs
by gbs
Sat May 31, 2008 5:13 pm
Forum: Forum Issues and Administration
Topic: Morningstar Gone?
Replies: 98
Views: 32563

Re: Morningstar Gone?

Petrocelli wrote:
gbs wrote:
I was sure that you will be the first to comment !


If I didn't do it, someone else would have.


True but YOU were the first!

gbs
by gbs
Sat May 31, 2008 4:57 pm
Forum: Forum Issues and Administration
Topic: Morningstar Gone?
Replies: 98
Views: 32563

Re: Morningstar Gone?

As one of the very first people to join this forum, I always enjoyed the ability to "one stop shop" by logging in to Diehards.org. To quote Mel, I saw "Diehards to the left, and Diehards to the right." The forums were a little different, but I read and posted to both forums inte...
by gbs
Fri May 30, 2008 4:25 pm
Forum: Investing - Theory, News & General
Topic: Clearing Up Misconceptions on ST Corporate Bonds
Replies: 90
Views: 22118

Would be hard to debate you without having the returns :)

Anybody care to post them?

Regards, gbs
by gbs
Thu May 29, 2008 5:48 pm
Forum: Investing - Theory, News & General
Topic: Multi-Period Rebalanced MVO Output -> MC Simulator Questi
Replies: 23
Views: 4779

Re: Multi-Period Rebalanced MVO Output -> MC Simulator Qu

All mean variant efficient portfolios are geometric mean efficient. In other words same portfolios appear on both frontiers. I think this is mentioned by Bernstein in the pdf paper on rebalancing bonus. gbs Might you have a link to that paper? Or is it not public? Thanks. Here is the link: m see ch...
by gbs
Thu May 29, 2008 5:03 pm
Forum: Investing - Theory, News & General
Topic: Multi-Period Rebalanced MVO Output -> MC Simulator Questi
Replies: 23
Views: 4779

Re: Multi-Period Rebalanced MVO Output -> MC Simulator Qu

My own MC simulator rebalances every year between two baskets -- a risk-free basket and a risky basket -- so I figure I would need the MVOPlus EF portfolios as inputs into my MC simulator in order for the outputs to be valid. Although I suppose I could just allocate a 0% weight to my risk-free bask...
by gbs
Thu May 29, 2008 4:38 pm
Forum: Investing - Theory, News & General
Topic: Multi-Period Rebalanced MVO Output -> MC Simulator Questi
Replies: 23
Views: 4779

From some of the test that I did on shortfall risk: portfolios that are on efficient frontier are not the portfolios with the smallest shortfall risk in the withdrawal stage. Mostly because the sequence of returns counts. That would be one of my concerns, although I have not done any work to see to...
by gbs
Thu May 29, 2008 4:21 pm
Forum: Investing - Theory, News & General
Topic: Multi-Period Rebalanced MVO Output -> MC Simulator Questi
Replies: 23
Views: 4779

Re: Multi-Period Rebalanced MVO Output -> MC Simulator Qu

That's very interesting. Were you taking historical return data and randomly mixing it up (e.g., one random simulation might be a 1929 return followed by a 1985 return followed by .... you get the idea), or were you strictly following the historical return data as it happened? A: historical return ...
by gbs
Thu May 29, 2008 4:04 pm
Forum: Investing - Theory, News & General
Topic: Multi-Period Rebalanced MVO Output -> MC Simulator Questi
Replies: 23
Views: 4779

Re: Multi-Period Rebalanced MVO Output -> MC Simulator Qu

Thanks for those insights. I'd love to see links to any corrections Gummy made to, or comments Gummy made on, Bernstein's paper. How cool! That would be really interesting. Links: m m My own MC simulator rebalances every year between two baskets -- a risk-free basket and a risky basket -- so I figu...