Deflation Economics
I am traveling to Big Sky this weekend, so if there are any readers in Bozeman or on the ski hill drop me a...
Asset Class Rotation
I was at dinner the other nite and someone mentioned Decision Moose, so I thought I would do an update on a very simple...
Portfolio of Risk Premia: a new approach to diversification
This is a nice paper by the folks at Barra, although I am not so sure why this doesn't fall in the portable alpha...
Market Cap to GNP
I remember clipping this graphic out of the newspaper in college (I may still have it somewhere). Although it seems to me the current...
Global Asset Allocation Summit & Weekend Reading
Anyone going to this conference next week? I will be there Monday, and if you're there drop me a line. Although I wish I...
A Simple Post on Gold
This is going to be the most subjective and least quantitative post out of the 500 odd posts I have written. I am not...
Foreign Listed Hedge Funds
are trading at ridiculous discounts (ala closed-end funds in the US) right now. Third Point is trading at a 30% discount to NAV (and...
Four Factors and Two Regimes – Performance in Up and Down Markets
CXO summaries the paper "The Effect of Market Regimes on Style Allocation", by Manuel Ammann and Michael Verhofen:
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