Performance Measurement & Evaluation
AI is exposing the limits of legacy bank controls, making governance quality critical to resilience and investor confidence.
Leveraged ETFs aren’t about more risk, they’re about using less capital to achieve a desired risk profile in household portfolios.
Earnings and stock prices move together long term, but shifts in their correlation offer little value for predicting future market returns.
Private markets increasingly resemble a speculative supply chain, where rational actors and aligned incentives quietly compound systemic risk.
The best investors read widely about people, systems, bias, and failure because investing is more than numbers.
A simple framework helps VC investors assess and identify durable long-term value when investing capital in AI.
European voluntary delistings often involve earnings management. This study shows the patterns and implications for investors.
Sharpe’s arithmetic explained markets at rest. Pedersen’s model shows markets in motion and how active management creates real economic value.
A collection of witty insightful essays by Larry Siegel explore progress, investing, and the ideas shaping modern economics.
Without an AI taxonomy, investment firms risk overrelying on agentic AI and underutilizing it for optimal capital allocation.