NAAIM Paper Winner
Below is the paper that won the $10k Wagner Award from NAAIM for best paper. You can download it from the website. (And...
BAC to $27 and More Evidence for Cross Market Mo
Cross Market Mo
The Magic Formula (Arnott, not Greenblatt)
Ira Sohn Recap (so angry I didn't go!)
Yale’s Endowment Returns: Manager Skill or Risk Exposure?
Just out from my friend Peter Mladina of Waterline is a fun paper coming out in the upcoming Journal of Wealth Management Summer Edition. ...
CQR Weekly Sneak Peek
What I am reading this week:
I Want to Break Free - Montier
Electica Manager Commentary - Hendry
Global Strategy Weekly - SocGen
The Holy Grail...
Mean Reversion or the Return of the Bear? Or, How About a July and August Rally?
With most equity-like asset classes putting in some terrible numbers for May, I thought we would dredge up some old research on returns following...
The Reign and Romance of Risk
I was taking the Amtrak from SF to Sacto last night and sped through Redleaf's book Panic: The Betrayal of Capitalism by Wall ...
Killer Lineup at Ira Sohn This Year
Klarman, Tepper, Grantham, Einhorn, Zell, etc.
http://www.irasohnconference.com/
A Few Selected Reads From CQR Weekly
Kyle Bass on Japan and Europe
The Benefits of Tax Harvesting
Insights Into the Global Financial Crisis
Profile of Tyler Cowen of Marginal Revolution:
"With books, Cowen is...
Mutual Fund Fees
Is there a mutual fund (or ETF) that decrease their management fee as total assets increase? I've heard Magellan does it but have not...
