Guru Lazy Portfolios
One of the most often asked questions I get regarding my paper is "Why do you have such a large allocation to real assets?"...
A Global Factor Approach to Asset Allocation
For those that read my paper, "A Quant Approach to TAA", I examined the use of a single factor (momentum) in constructing a global...
Published!! Errr…sort of. . .
(EDIT: They have since corrected the mistake)I have a research paper that just got published in the Spring 2007 Journal of Wealth Management...
Buffett Follow Up
S&P has a published screen that follows the Buffett methodology based on Robert Hagstrom's book "The Warren Buffett Way: Investment Strategies of the...
REALLY…..? with Seth and Amy
In a recent clip from Saturday Night Live , the show features a news segment titled "Really, with Seth and Amy". The skit focuses...
The Little Stock That Beats The Market
Joel Greenblatt recently wrote an investment book titled "The Little Book That Beats The Market." It included a description of an investment strategy focusing...
Show Me Your Hand – Betting on the Smart Money
Last summer David Einhorn won $659,730 for placing 18th in the World Series of Poker. Thats a pretty nice take for most people, but...
Multiples and Their Valuation Accuracy in European Equity Markets
I usually don't dip my toes into fundamental discussions here on World Beta, but this is a great paper, and I would be amiss...
Beating the Dow with Dogs, Flyers, Bonds, and Darlings
Michael O'Higgins placed his stamp on the investment world with his 1991 publication of the book "Beating the Dow". In the book he details...
