Cat Bonds & New Blogs
I had a post awhile back that focused on a new CEF that invests in cat bonds (HNW). On the same topic, Michael...
AlphaLetters Paper Reviews – #8 & #9
From AlphaLetters, two more great quant working paper reviews:Article 8.Category: Calendar anomalies, weather anomalies, macro economic news announcementsTitle: The Arrival of Information and Stock...
Sound Advice From a Nobel
Here are two behavioral downloads:Applying Behavioral Finance to Value Investing - Whitney TilsonBehavioural Finance - Martin SewellDaniel Kahneman, from an interview with Money Magazine:Q....
A Long Only Short Seller That Probably Wishes He Was Still Shorting
I love to look through 13F filings of hedge funds that place all of their holdings in a few stocks. That is true...
EndoWOWment
"Knowledge is good" - Emil Faber, founder of Faber CollegeWhile I have no idea how my namesake college endowment is performing these days, Harvard...
AlphaLetters Paper Reviews – #6 and #7
From AlphaLetters, two reviews of quant working papers:Article 6.Category: Strategy, mutual fund holdingsTitle: The Investment Value of Mutual Fund Portfolio DisclosureAuthor: Russ Wermers, Tong...
Political Uncertainty Portfolio Follow Up
I was in SF a few years ago when they filmed this video, and it is the first thing I thought about when considering...
Really with Seth and Amy Part II
Wow. How can you possibly say this with a straight face? AND get promoted to CFO at Goldman Sachs?"We are seeing things...
Round 2 Ends in a No Decision
Now that the 13Fs have been filed with the SEC, it is time to update the Hedge Consensus and Hedge Fund Best Ideas Portfolios....
