Practical analysis for investment professionals

Performance Measurement & Evaluation


Book Review: The Synergy Solution

Mark L. Sirower and Jeffery M. Weirens subject traditional analyses of M&A transactions to well-warranted scrutiny.

Causality Techniques in Investment Management: Five Key Findings

What are the most widely used causality tests in the equity markets?

Time-Varying Risk Premia: Cochrane’s “Discount Rates”

"Discount rates vary a lot more than we thought. Most of the puzzles and anomalies that we face amount to discount-rate variation we do not understand."

Options Markets: How Far Have Implied Transaction Costs Fallen?

Options trading's explicit costs have plummeted to near zero, but what about implied transaction costs?

Retirement Income: Six Strategies

How can we mitigate sequence of returns risk (SoRR)?

On Investment Objectives and Risks, Clear Communication Is Key, Part 3

Portfolio Pi and Portfolio Eta are new decision metrics that connect investment objectives and risks.

Book Review: How Novelty and Narratives Drive the Stock Market

This detailed stock market study attempts to extend Robert Shiller’s development of narrative economics.

Tactical Asset Allocation: The Flexibility Advantage

The end of the loose money era may offer an opportunity for tactical asset allocation.

Technical Analysis Revisited: Moving Averages = Above Average Returns?

How have moving averages performed as an investment strategy over the decades?

The US Investment Olympics: Smart Money, Crowd Intelligence, and AI

Can our Smart Money, Crowd Intelligence, and AI indices beat the S&P 500?



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