Practical analysis for investment professionals

Sharpe ratio


C. Thomas Howard: “View the Markets as They Are”

C. Thomas Howard, an opponent of the efficient markets hypothesis, advocates for a radical departure from the idea of diversification at the core of a healthy portfolio.

Alpha Wounds: Bad Adjunct Methodologies

One of the reasons active investment managers compare poorly to passive ones is bad methodologies on the part of investment industry adjuncts.

Averting the Pension Cliff with Commonsense Accounting Principles

At the recent CFA Institute Global Investment Risk Symposium, Ron Ryan, CFA, of Ryan ALM, appealed for greater transparency and the application of commonsense principles in pension accounting, warning that without such changes the solvency of corporations, cities, and states is at stake.

Performance Measurement: The What, Why, and How of the Investment Management Process

According to Carl Bacon, CIPM, chairman of StatPro, active investment managers must understand the “what, why, and how” of their past performance in order to effectively manage their current clients’ portfolios.



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