SHAZAM! (Also Books I Am Reading)
"A savvy collector who purchased a first edition of a Fantastic Four comic book for 10 cents and kept it in pristine condition over...
Industry Mean Reversion
Is it time to buy an asset class or industry when everyone else is puking it up?Following up on our posts on mean reversion...
KKR Buying First Data for $29B
KKR is buying First Data Corp for $34 per share, or a 26% premium to the closing price on Friday. Monday's deal was...
Spending It, Getting Creative, and Payout Yields
Just when everyone is smiling in private equityland, is the party almost over?Kolberg Kravis Roberts Private Equity Investors $5B fund has invested/committed 90% of...
Model Validation and Further Research
The allure of a higher frequency system is compelling, but will higher transaction costs eat into results?It is always nice to see another analyst...
Tilson’s SuperInvestors and More Gender Bending
That's not your mother, it's a man, baby! - Austin PowersAfter the Journal of Wealth Management decided to change my name to Melanie, another...
Are You Listening Barclays?
Users get a bit creative with their ETF ideas. . . A few days ago I penned a column on ETFs that I would...
BGI to Launch Private Equity ETF
Investors can't seem to get their fill from the private equity fountain. . .The magazine cover indicator(see below for description) would be screaming to...
Improving the Timing Model
Can adding some complexity squeeze out some more performance?
In my paper, I examined how a simple timing method on 5 asset classes could improve...
