Guide to the Markets
Following on the heels of the awesome GIRY download a few posts back, here is a very cool PPT from JPMorgan:
Guide to the Markets,...
ETF Guide for Investors
Nice PDF from Morningstar on ETFs.
Table of Contents Below:
Introduction
The ABCs of ETFs
Choosing ETFs the Morningstar ETFInvestor Way
An ETF Primer for Retirees...
2012 Global Investment Returns Sourcebook
Get it while it's hot! (HT: Abnormal Returns)
One of my top must reads of the year...
(PS If you are a CSFB client you can...
Updated: How to Pick Mutual Funds: The Netflix Prize for Improving Morningstar’s Star Rankings
Thought I would update this older post with a few new studies that take a look at active share, and illiquidity and momentum.
While most mutual...
Long Vol and Short Vol
Option selling has always been a fascination for me, and long time readers may recall a lot of the posts I used to do...
Volatility-Responsive Asset Allocation
Fun paper from the good folks at Russell Research. Although I would argue the volatility is an artifact of prices declining, and this could...
Shiller CAPE for the G8
Most stock market valuation models are not that predictive in the short term. However, value tends to work great on longer term timeframes. We...
Permanent Portfolio ETF to Launch
One of the trends in ETFland is launching funds that fall under the banner of what I call 'investable benchmarks'. Depending on your worldview...
