New Papers and Books
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
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
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
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
in this case it is the Lehman Range: (artist is Michael Najjar, HT: CC via Kottke)
A New Fed Paper
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
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
2009 is Yale's target allocation rather than actual allocation.
The Harvard and Yale Endowments 2009 Updates
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,...
