LinkFest

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I'm not sure why the timing updates link was broken, but it is now fixed. ---- A Complete Toolkit for Fighting Inflation ---- Cool new website for tracking...

Top 20 Papers and Books in Modern Finance

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I am doing a post that links to what I consider to be some of the top papers and books in modern finance over...

Nice Ibbotson Interview

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Excerpt from AllAboutAlpha: Q4: Your “ABCs of Hedge Funds: Alphas, Betas, and Costs” has been a popular research paper on AllAboutAlpha.com. Have you updated...

(Short) LinkFest

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Hmmmm, the entry of a FOF into the mutual fund space?  Hatteras Funds to Acquire AIP Mutual Funds.  Potentially very interesting... ---- More on the AQR...

Case Closed Follow Up

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I was reading Haugen's factor paper again the other day and wondered how the real world results have been. The paper states that...

FAQs

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Ok, it is about time I got around to adding the FAQs to the website.  If you have a burning question, or anything you...

4th of July

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In celebration of the 4th of July (and my birthday), I'm going to give away a few books. Head over to Twitter (you can follow...

Anyone using CRSP?

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Are there any academics or funds on the list that use the CRSP database? Considering doing a study that requires the CRSP stock database and...

Combining Rotation and Timing, In Europe

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One of the benefits of writing a blog - readers from around the world take your research, verify/disprove it, improve it, and take it...