Five Books
I think this is a brilliant website.
Five Books
Some of my favorite compilations so far and books that I ordered today (dammit):
Risk Management - Graciela...
Japan’s Malaise
From the NYT:
"The decline has been painful for the Japanese, with companies and individuals like Masato having lost the equivalent of trillions of...
How to Win Your Office Pool and VIC Roundup
AAPL, MO, and MCD all hitting new all-time highs...
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I just attended another great Value Investing Congress in NYC, and here is a roundup of...
Hedge Fund Transparency and Moving Averages: An Ancient Tale With No Empirical Support
Nice interview with TCU and Investure folks on CNBC.
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French Fama on moving averages: "An ancient tale with no empirical support."
This really surprised me. ...
AQR Profile
A lot of goofy quotes in here but I like this one:
“No strategy is so good that it can’t have a bad year or...
Institutional Plan Sponsors Are Bad at Timing Too
Paper from last year that I am just seeing:
Absence of Value - Stewart et al
Abstract
Institutional plan sponsors are charged with investing over $10 trillion...
New Risk Parity Mutual Fund Launches
AQR, who has been pretty innovative in launching a number of what I would call alternative beta funds, just launched a risk parity fund...
