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I found an interesting post a while back over at www.efficientmarket.ca
http://www.efficientmarket.ca/article/Global_ETF_2

The idea isn't new but rather than balancing a market neutral index portfolio between Canada, US, international and emerging arbitrarily, it outlines a neutral approach by calculating the market cap weight of each index within the global market. The post is two years old now however and it looks like the site might be dead. So I am wondering if there is more updated information on the appropriate market weights of the Vanguard indexes in a neutral global portfolio.

Particularly, I understand there will probably be some major changes to the MSCI emerging index so also wondering how that will affect the allocations. Anything updated regularly?
 
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