Succinct and interesting overview of 8 sophisticated portfolios. Especially interesting (to me, anyway) are the maximum drawdowns, since actual risk tolerance often proves to be a whole lot less than hypothetical when markets crash, often turning buy-and-hold into panic-and-sell at the worst possible time.
http://http://www.mebanefaber.com/2013/07/31/asset-allocation-strategies-2/
http://http://www.mebanefaber.com/2013/07/31/asset-allocation-strategies-2/