(Short) LinkFest
Hmmmm, the entry of a FOF into the mutual fund space? Hatteras Funds to Acquire AIP Mutual Funds. Potentially very interesting...
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More on the AQR...
Case Closed Follow Up
I was reading Haugen's factor paper again the other day and wondered how the real world results have been. The paper states that...
4th of July
In celebration of the 4th of July (and my birthday), I'm going to give away a few books.
Head over to Twitter (you can follow...
Anyone using CRSP?
Are there any academics or funds on the list that use the CRSP database?
Considering doing a study that requires the CRSP stock database and...
Combining Rotation and Timing, In Europe
One of the benefits of writing a blog - readers from around the world take your research, verify/disprove it, improve it, and take it...
Combining Rotation and Timing Systems
This is probably the #1 question I receive on email, usually in two forms:
q #1 - "Meb, have you considered combining the two timing...
Market Efficiency
I love it when people place creative names on otherwise boring academic papers (Katz is one of the best).
Case Closed by Haugen
Great review by...
World Beta Value Masters
Wow - the World Beta fund group we have been tracking on the blog since Jan '07 is beating the market by 30% this...
