New Portfolio
In addition to the regular portfolios I track, I am going to add one that updates monthly reflecting the logic from my paper "A...
Endowment Update
Below is a table constructed from the 2006 Annual Reports from the Harvard and Yale Endowments. Similar in content to my previous post analyzing...
How Smart Are the Smart Guys?
Are hedge funds the juiced up managers that deliver outsized returns to go along with their outsized fees? Or are they just mediocrity in...
Guru Lazy Portfolios
One of the most often asked questions I get regarding my paper is "Why do you have such a large allocation to real assets?"...
A Global Factor Approach to Asset Allocation
For those that read my paper, "A Quant Approach to TAA", I examined the use of a single factor (momentum) in constructing a global...
Published!! Errr…sort of. . .
(EDIT: They have since corrected the mistake)I have a research paper that just got published in the Spring 2007 Journal of Wealth Management...
Buffett Follow Up
S&P has a published screen that follows the Buffett methodology based on Robert Hagstrom's book "The Warren Buffett Way: Investment Strategies of the...
REALLY…..? with Seth and Amy
In a recent clip from Saturday Night Live , the show features a news segment titled "Really, with Seth and Amy". The skit focuses...
The Little Stock That Beats The Market
Joel Greenblatt recently wrote an investment book titled "The Little Book That Beats The Market." It included a description of an investment strategy focusing...
