Hedge Fund ETF
Back in the day my firm was going to launch two exchange-traded funds in the Fall of 2008. One was going to be a...
Sorting Countries on Value
Samuel Lee has a great article "The Hedgehog's Error" on Morningstar that does a simple quant sorting of global countries based on value (P/B)....
A New Tiger Cub(‘s Cub)
Long time Blue Ridge Capital analyst Rick Gerson is starting his own firm with a solid $1.2B launch...not a bad seed!
We have talked about...
Another Print Publication Bites the Dust
Newsweek to move online:
“The transition to online from hard print will take place,” Diller said. “We’re examining all of our options.”
A plan to move...
Value Matters
Value Matters: Predictability of Stock Index Returns - Natascia Angelini, Giacomo Bormetti, Stefano Marmi, and Franco Nardini
Abstract:
The aim of this paper is twofold: to provide a...
Shareholder Yield and Buybacks
As many of you know we are venturing into self-publishing. Well, technically we've self published a half dozen academic articles and over 1000 posts...
Does Shiller PE Work in Foreign Markets?
After building lots of Shiller CAPEs for foreign markets it was refreshing to see this paper published recently. Nice work Joachim!
Does the Shiller-PE Work...
