Mike Philbrick

ReSolve Asset Management

President

1 Adelaide St. East, Suite 2000

Toronto, Ontario M5C 2V9

Canada

http://www.investresolve.com

  • ReSolve Asset Management

SCHOLARLY PAPERS

4

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6

Scholarly Papers (4)

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1.

Adaptive Asset Allocation: A Primer

Number of pages: 32 Posted: 21 Sep 2013 Last Revised: 05 Apr 2016
Adam Butler, Mike Philbrick, Rodrigo Gordillo and David Varadi
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Independent
Downloads 14,197 (517)
Citation 4

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Adaptive Asset Allocation, Asset Allocation, Risk Parity

2.

Global CAPE Model Optimization

Number of pages: 17 Posted: 18 Oct 2012 Last Revised: 31 Oct 2012
Adam Butler, Mike Philbrick, Rodrigo Gordillo and Meb Faber
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Cambria Investment Management
Downloads 4,380 (3,949)
Citation 2

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CAPE, Shiller, Faber, Butler, Philbrick, Gordillo, GestaltU, Portfolio Optimization, Volatility, Risk Parity, Minimum Variance, Target Volatility, Risk Budget, Volatility Budget, Low Volatility Anomaly

3.

Sensitivity of Safe Withdrawal Rates to Longevity, Market and Failure Risk Preferences with Implications for Asset Allocation

Number of pages: 21 Posted: 10 Mar 2013
Adam Butler, Mike Philbrick, Rodrigo Gordillo and Michael Guan
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Macquarie Group – Darwin Investment Strategies
Downloads 1,140 (32,899)

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Retirement, Longevity, Aftcast, Safe Withdrawal Rates, SWR, Maximum Withdrawal Rates, MWR, CAPE, Aftcast, Tactical Asset Allocation, Adaptive Asset Allocation

4.

Tactical Alpha: A Quantitative Case for Active Asset Allocation

Posted: 03 Jun 2015 Last Revised: 15 Aug 2017
Adam Butler, Andrew Butler, Mike Philbrick and Rodrigo Gordillo
ReSolve Asset Management, Macquarie Group - Darwin Funds, ReSolve Asset Management and ReSolve Asset Management

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