Showing posts with label Investment Theory. Show all posts
Showing posts with label Investment Theory. Show all posts
Monday, June 4, 2018

4/6/18: Presidential Cycles and Markets Returns

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Cyclicality in markets returns and political environment is an interesting and under-researched topic. Here is a great post on the subject...
Sunday, October 15, 2017

15/10/17: Concentration Risk & Beyond: Markets & Winners

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An excellent summary of several key concepts in investment worth reading: " So Few Market Winners, So Much Dead Weight " by Barr...
Thursday, June 22, 2017

22/6/17: Efficient Markets for H-bomb Fuel - 1954

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For all the detractors of the EMH - the Efficient Markets Hypothesis - and for all its fans, as well as for any fan of economic history, t...
Friday, June 16, 2017

16/6/17: Replicating Scientific Research: Ugly Truth

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Continuing with the theme on 'What I've been reading lately?', here is a smashing paper on 'accuracy' of empirical eco...
Thursday, May 12, 2016

12/5/16: Leaky Buckets of U.S. Data

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Recently, ECB researchers published an interesting working paper (ECB Working Paper 1901, May 2016). Looking at the U.S. data that is rele...
Sunday, April 19, 2015

19/4/15: New Evidence: Ambiguity Aversion is the Exception

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A fascinating behavioural economics study on ambiguity aversion by Kocher, Martin G. and Lahno, Amrei Marie and Trautmann, Stefan, titled ...
Wednesday, March 4, 2015

4/3/15: Core biases in Hedge Funds returns

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My second post on the topic of measuring hedge funds returns for LearnSignal blog, covering the issue of biases in measurement, induced b...
Thursday, January 29, 2015

29/1/15: Where the Models Are Wanting: Banking Sector & Modern Investment Theory

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My new post for Learn Signal blog covering the shortcomings of some core equity valuation models when it comes to banking sector stocks an...
Wednesday, February 19, 2014

18/2/2014: Have Financial Markets Become More Informative since the 1960s?

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In strongly efficient markets, prices of shares transmit strong information about company fundamentals, such as productivity and demand fo...
Friday, February 14, 2014

14/2/2014: Buffett's Alpha Demystified... or not?

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Warren Buffett is probably the most legendary of all investors and his Berkshire Hathaway, despite numerous statements by Buffett explaini...
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Friday, July 19, 2013

19/7/2013: Global Asset Returns: 10-year Averages

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A nice inforgaphic on 10-year average annual returns for a number of major asset classes from Pictet: Details of calculations and stra...
Sunday, October 21, 2012

21/10/2012: Some links for Investment Analysis 2012-2013 course

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For Investment Analysis class - here are some good links on CAPM and it's applications to actual strategy formation & research, an...