Sharpe Ratios of Managers
The Sharpe Ratio is a measure of the risk-adjusted return of an investment. While there are a lot of ways to measure risk,...
When Markets Collide
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
I created a Google Custom Search Gadget and added it to the World Beta toolbar. It searches only the top 50 investment blogs....
Stock Screening
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...
Periodic Table of Returns
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
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...