London Trip
If you live or work in London, drop me a line. I am in town for a couple of speaking engagements. Battle of...
Q&A with Harvard’s El-Erian
The full article can be found here.Q: Could you give us some specific pointers as to how you do that ?A: Absolutely. We feel...
Hedge Fund Best Ideas L/S & Market Neutral
I am not sure why I didn't think about this before, but below is a table with hedged versions of the Hedge Fund Best...
When a Picture is Worth 1000 Dollars. . .
The first chart is the spread between corporate bonds and 3-Month T-Bills. The second chart is the spread between emerging market bonds and...
Buying the Highs vs. Buying the Lows
Turning your back to all of the available information can lead to false conclusions. . .When it comes to selecting stock factors, I am...
Q & A on Commodities
Here is a link to the original PDF, "Strategic Asset Allocation and Commodities", and also to the Q&A with Bob Greer from PIMCO. ...
Publicly Traded Hedge Funds in the US?
One can only hope that this is the beginning of a trend. GLRE started trading this week.
A Few Good Quotes From Capital Ideas Evolving
Blake Grossman , "The markets are very efficient, very dynamic, constantly reaching greater levels of efficiency that makes them more and more difficult to...
The Endowment Portfolio
It's the Covariance Stupid!There is a great discussion of some asset allocation topics in Bernstein's new book, "Capital Ideas Evolving". (However, the first...
