Do Hedge Fund Managers Misreport Returns?
"Do Hedge Fund Managers Misreport Returns? Evidence from the Pooled Distribution" - Nicolas P.B. Bollen† and Veronika K. PoolAbstractWe find a significant discontinuity in...
What I am Reading
I still can't get over this happening. AGAIN. Niederhoffer blows up his Matador fund.The Blow Up Artist - The New YorkerPer my last...
Taking it Back to the 80’s
As a follow up to my previous post, "The Next Generation of Commodity Indexes", I was able to persuade Morningstar to hand over the...
The Next Generation of Commodity Indexes
Investors seem to have a love hate relationship with commodities.Not me - long time readers know that I am a big fan of both...
What I’m Reading
For the bloggers out there, Hitail is a pretty cool app to add to your HTML. It lets you view where your visitors...
You Spin Me Round
(Quick sidenote - If you are a baseball fan that 5 hour tiebreaker winner goes to the playoffs game last night was unreal. ...
Monthly Asset Class Update
I spend a lot of time thinking about momentum. One of the problems with the cross-market momentum approach is that it can leave...
Listed Private Equity Choices – PSP & PFP ETFs
Is private equity as an asset class just stocks on steroids?The new PowerShares International Listed Private Equity ETF begins trading under the symbol PFP....
Yale Endowment Returns
With fiscal year returns of 28%, it looks like Yale has the title of top endowment manager locked up.The Yale endowment recently reported their...
The Wall Street Waltz
I am a big fan of Ken Fisher (except for the weekly mailing I get from him - here is a good site with...
