New Papers and Books

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Now that I have finished a few new research papers (make sure you sign up for the newsletter as readers will get the first...

New Funds Being Added to AlphaClone

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Some of my favorite hedge funds below are going into the database this weekend. Are there any funds not listed you would like to see...

Perfect Sector Rotation

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I would probably pay $1000/year to subscribe to CXO. A nice article on Perfect Sector Rotation - think about this when you hear someone yapping...

Net Payout Yield and Dividends

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A reader emailed in asking about payout yield after my post the other day on the decline in companies reporting dividends (older post here). ...

Stocks and Markets as Mountain Ranges

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in this case it is the Lehman Range: (artist is Michael Najjar, HT: CC via Kottke)

A New Fed Paper

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that I am going to take for a spin over breakfast in the AM (HT: reader KJ) "Out of Sample Equity Premium Prediction:  Economic Fundamentals...

Fama: My Life in Finance

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A great read. Of particular interest to me was this statistic: "The percent of firms paying cash dividends falls from 66.5 in 1978 to 20.8...

Harvard & Yale Asset Allocations

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2009 is Yale's target allocation rather than actual allocation.

The Harvard and Yale Endowments 2009 Updates

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Yale 2009 Endowment Report Harvard 2009 Endowment Report On the last page Mendillo had these two rather odd quotes that seem, at least to me,...

Two

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of the six new research papers I've been working on are now finished. Question is, what to do with them? If anyone is going to...