Style Premia Are Not Constant Over Time
Time Varying Style Premium
Why Do Return Premia Vary Over Time?
How much money can we put to work before return “premiums” are substantially eroded?
Low Volatility Stocks: Valuations Relative to Simulated Market Cap (1967–2014)
See full slides below.
The West Virginia state legislature saw a new bill that would in effect make it a criminal offense to fail to pay pension contributions. The bill forces public employers... read more
“Davidson” submits: Q2 hedge fund letters, conference, scoops etc Highlights: US Crude Inventories 25.7mil BBL below 5yr mov avg. Tied to algorithms and believed to be a sign of economic strength/weakness,... read more
After suffering a painful Friday the 13th with its stock hitting a 32-year low, a new week offers better times for SUPERVALU Inc. (NYSE:SVU). On Monday, Goldman Sachs (NYSE:GS) upgraded the... read more
Value Investing During Worldwide Quantitative Easing Arnold Van Den Berg Founder of Century Management Presented to 11th Annual Value Investor Conference Omaha, Nebraska May 2, 2014 I would like to thank you for inviting me and... read more
Leon Cooperman: Value Investing in Practice Welcome to “Profiles in Investing”, brought to you by The Bottom Line and The Heilbrunn Center for Graham & Dodd Investing. Every week we... read more
The Goldman Sachs re-balanced Sharpe Ratio portfolio continues to outperform through a formula that considers future valuations and avoids the emotion and market chatter. Stock selection modification is done by... read more
The #BOE asks if #BerkshireHathaway $BRK.A $BRK.B Is too big and should be categorized as an #SIFI read more
Jeremy Grantham Q4 letter Get The Timeless Reading eBook in PDF Get the entire 10-part series on Timeless Reading in PDF. Save it to your desktop, read it on your tablet,... read more
Man, were we excited to pick up Annie Duke’s book on game theory and how she approaches life (and poker) by thinking in bets. Q2 hedge fund letters, conference, scoops... read more
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