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...
Simple Momentum Rotation
I was flipping though Mike Carr's book again the other day, and decided to download the monthly data for the Fidelity Select Sector funds...
Asset Allocation Backtesting Software
There are a lot of asset allocation software choices for the professional - Morningstar's Encorr, MSCI Barra - but not many for the individual....