Building an All-Weather Portfolio
The best fund manager of our time? You've got to be kidding me. Never heard of Simons, Tudor, Cohen, Robertson, Soros. ....
Model Extensions
The best part about blogging, as well as publishing your research, is when people take your work and improve upon it. Great job...
Friday LinkFest
This new book is a must read: Fooling Some of the People All of the Time: A Long Short Story by Greenlight's David...
Tigers and Turtles
I posted awhile back on the question of who spawned more impressive offspring, the Turtles of Eckhardt/Dennis or the Tiger Cubs of Julian Robertson?...
(Not) Learning From Your Mistakes
"...these models do not fully capture what I believe has been, to date, only a peripheral addendum to... financial modelling - the innate human...
More on Volatility Clustering
The first version of my paper had a lot more statistics in it. (And a lot less readers. Something about talking about...
Harvard Management Company Finds the Best Man for the Job
Harvard Hires Wellesley"In her most recent year at Wellesley, the $1.7 billion endowment posted a 22. 7 percent return through June 30, 2007. That...
Noise & The 10 Best Days
I should snicker, to sneeze, to smile, to stoop and kiss a grasshopper, and slobber in a coal bucket and see a son of...
