95% Cancer, 5% Alpha?
From the Financial Times: "Assessing the performance of funds of hedge funds", B. Dewaele, H.Pirotte, N. Tuchschmid and E. Wallerstein:
"Applying the FD procedure to...
Demographics and Some Uncomfortable Truths
I read this article on the plane en route to London. PIMCO has been hinting at their recent work in the demographics space and...
Well That Was A Surprise…
I don't pretend to have the same preferences as my audience, and that is why I often ask questions and poll the readership. If...
Emerging Market Models
Nice post from my buddy Jake at Econompic Data on timing models in emerging markets...
Bear Markets in the DJIA 1899-
I always look forward to reading the great work out of the folks at The Leuthold Group. Here is a great chart from their...
Sentiment Update
I thought I would post a few charts for perspective from AAII recent updates. Click to enlarge:
And a nice PPT slide from the good...
Sitting on the Valuation Mountaintop
Great new piece from the folks at RA - "King of the Mountain (PDF)". It takes a look at how PE Ratios respond to...
New Curated Investment Research Offerings
I think there is room for more curation on the academinc/professional research space in investments. A few sites have been working on it to...
