Michael Finke

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  Michael Finke: Is the 4% Rule Folly?

  By Michael Finke  |  April 29, 2013

  What began as a good-faith exercise to point out the risks from withdrawing too much each year from a retirement portfolio has gained a mythic and potentially unhelpful place among advisors.

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  The Disclosure Paradox: How Much Information Is Too Much?

  By Michael Finke  |  April 1, 2013

  Too much information can be as harmful to retirement plan decisions as too little.

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  Busting the Risk Myth of Women and Investing

  By Michael Finke  |  February 22, 2013

  The perception of the “fairer sex” as less willing to tolerate investment risk fits well with common stereotypes. But there’s more to this story.

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  What’s an Advisor’s Value?

  By Michael Finke  |  January 23, 2013

  A recent survey conducted by Fidelity Investments found that only 57% of clients felt their advisor provided value during “recent market conditions.”

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  The Dangers of Too Much Liquidity

  By Michael Finke  |  December 20, 2012

  Which is better, a lump sum or an annuity?

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  Sentimental Fools: Pity the Poor Mutual Fund Investor

  By Michael Finke  |  November 21, 2012

  Mutual fund investors exhibit remarkable skill when selecting mutual funds--remarkably awful, that is. How an advisor can help underperforming fund investors avoid sentimental pitfalls.

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  This Is Your Client’s Brain on Finance

  By Michael Finke  |  October 24, 2012

  Neuroscience can help us understand which advising strategies are most likely to succeed and why the most rational plan isn’t always the most effective.

• Dividend Limits

  By Michael Finke  |  October 24, 2012

  High dividend strategies seem to go in and out of favor.

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  Bill Gross vs. the Equity Cult

  By Michael Finke  |  September 25, 2012

  Asking PIMCO founder Bill Gross his opinion of stocks is like asking the late Steve Jobs his opinion of Windows.

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  How to Get High Performance With Low Risk From New Strategy

  By Michael Finke  |  August 23, 2012

  Recent studies find that high-beta stocks don’t perform as well as they should, and that low-beta stocks do better than the model would predict. But why?