The Endowment Model vs. the Timing Model, 2009 Returns
Both Barron's and the WSJ penned articles on the endowments sorry performance for 2009 (and neither mentioned my book - FAIL).
Lots of readers have...
Top 20 Papers and Books in Modern Finance
I am doing a post that links to what I consider to be some of the top papers and books in modern finance over...
Nice Ibbotson Interview
Excerpt from AllAboutAlpha:
Q4: Your “ABCs of Hedge Funds: Alphas, Betas, and Costs” has been a popular research paper on AllAboutAlpha.com. Have you updated...
(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...
