Practical analysis for investment professionals

Performance Measurement & Evaluation


Warren Buffett: The Greatest Factor Investor of All Time?

From a factor perspective, what has driven Berkshire Hathaway's outperformance?

Exotic Indexes: Built to Sell or Built to Last?

There are now more than 70 times as many indexes as there are stocks. What does that mean for investors?

Geopolitical Risk in Portfolio Management

What role should geopolitical risk discussions play in portfolio decisions?

The NIFTY 50 No Longer Reflects the Indian Economy

Why do the benchmark indices in India and the United States display completely opposite trends relative to GDP growth?

GARP Investing: Golden or Garbage?

Do Growth at a Reasonable Price (GARP) strategies offer an attractive middle ground between Value and Growth?

Option-Implied Skewness and the Momentum Anomaly

What information does option-implied skewness contain, and how is it related to the momentum anomaly?

Smart Beta: Broken by Design?

Smart beta has an especially strong reality distortion field, says Nicolas Rabener.

Diversification: High Dispersion Beats Low Correlation

When advisers talk about diversification their go-to variable is correlation. That's a mistake.

10 Open Questions for All Professional Investors

The investment profession has some pretty intense open questions.

Ensemble Active Management (EAM): Taming Toxic Tails

What is Ensemble Active Management (EAM) and how can it help active managers outperform their benchmarks after fees?



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