Active Share in Picking Funds
Nice article here from the good folks at Research Affiliates on picking managers with high active share.
Equity Allocations: Thinking Outside of the Box
There has...
Investment Paper Competition – $10,000
We've had at least one blog reader win this, let's get another!
The National Association of Active Investment Managers (NAAIM) has issued a call for...
What if Newton was a Trendfollower?
Below is the 4th issue of Cambria Quantitative Research (I removed "monthly" from the title since the schedule is a bit erratic). It was...
The Japan Playbook
Remember back in March when everyone was talking about the US bond bubble? Commentators like Taleb were making statements such as "every single human...
New Reads In the Mail by Kahneman, Friedman, and Lewis
I was chatting with Antti Ilmanen the other day about some dividend papers and realized I had never read his recently published book Expected...
Shiller CAPE and Inflation
As a follow up to my Shiller PE post from a couple weeks ago, here are some charts that simply look at the Shiller...
13F Rebal Time
With all the 13Fs filed and published, AlphaClone and MarketFolly have been cranking away and should be fully updated.
Jay's Hedge Fund Wisdom is out...
All the Stocks and Bonds in the World…$212 Trillion
Nice graphic from McKinsey's Report "Mapping Global Capital Markets" 2011 here:
Where the Black Swans Hide and the Ten Best Days Myth
It's been a little slow with Cambria Quantitiative Research Monthly (more like quarterly), but here is the third issue (and the fourth should be...
