Sharpe Ratios of Managers

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The Sharpe Ratio is a measure of the risk-adjusted return of an investment. While there are a lot of ways to measure risk,...

LinkFest

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Princeton-Newport is one of the best performing hedge funds of all time, and for a good review check out the great book Fortune's Formula(more...

LinkFest

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How is it that the Celtics are only trading at slightly better than even odds to win the NBA title? From Tradesports:----Brits turning...

When Markets Collide

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I just read El-Erian's new book When Markets Collide this past weekend. Am I the only person to notice that his allocation only...

Asset Allocation vs. Interest Rates

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I created a Google Custom Search Gadget and added it to the World Beta toolbar. It searches only the top 50 investment blogs....

LinkFest

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Just added The Capital Spectator to the Blogroll. Picerno has a great article on the global capital markets portfolio - and so far...

Stock Screening

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So far it doesn't look like there have been any studies that divide factor research into bull/bear or trend periods. If there are...

LinkFest

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Investing in farm stocks all over the world.----A very cool Magnetic Movie.----For Ray Kurzweil, the Future is Now. Did you know he runs...

Periodic Table of Returns

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Here is a nice table from Prudential that shows the benefits of a good asset allocation. The second page has a statistic that...

Weekend Linkfest

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You know you've made it as a blogger when someone gets to your site by searching "how to blow something up" (currently 5th ranked...