linkedin-with-circle twitter-with-circle rss search

A Global Factor Approach to Asset Allocation

For those that read my paper, “A Quant Approach to TAA“, I examined the use of a single factor (momentum) in constructing a global portfolio. There are a whole host of other factors, and Harindra de Silva right down the road at Analytic Investors has…

Read More →

Published!! Errr…sort of. . .

(EDIT: They have since corrected the mistake) I have a research paper that just got published in the Spring 2007 Journal of Wealth Management titled “A Quantitative Approach to Tactical Asset Allocation”. (Un)fortunately, someone on the web team confused my name Mebane with Melanie (not…

Read More →

Buffett Follow Up

S&P has a published screen that follows the Buffett methodology based on Robert Hagstrom’s book “The Warren Buffett Way: Investment Strategies of the World’s Greatest Investor.” The criteria are as follows: 1. Owner earnings (cash flow – capital expenditures) > $50M (changed in February 2006…

Read More →

REALLY…..? with Seth and Amy

In a recent clip from Saturday Night Live , the show features a news segment titled “Really, with Seth and Amy”. The skit focuses on the recent law difficulties of Michael Vick (who has since been shown innocent). Its quite hilarious (with a nod to…

Read More →

The Little Stock That Beats The Market

Joel Greenblatt recently wrote an investment book titled “The Little Book That Beats The Market.” It included a description of an investment strategy focusing on a magic formula with two inputs – high return on capital and a high earnings yield. The book is a…

Read More →

NEW LOOK

When I first started blogging, I wanted to keep the topics separated on their own blogs. Since writing consistently on four separate blogs is a hassle (and readers have been requesting I consolidate), I’m moving them all to World Beta. From now on, I will…

Read More →

Web Statistics