by admin | Aug 25, 2011 | beta, risk
Beta is a risk statistic which tells us essentially how our portfolio behaves relative to the market. It is a derivative of Modern Portfolio Theory, and more specifically, the Capital Asset Pricing Model (CAPM). The purpose of this post isn’t to address whether...
by admin | Apr 19, 2011 | risk
You may have heard that at last week’s Masters Golf Tournament in Augusta, Georgia, young (not quite 22 years of age) Rory McIlroy was leading by four strokes after the third round, with just Sunday to play. The golf pundits expressed great confidence that Rory...
by admin | Mar 17, 2011 | risk, Standard Deviation
Odd title for a blog post, right? Well, it’s my silly way to introduce a term which is often bantered about but not often discussed: “noise.” No, I’m not talking about the sounds that come through the hotel room while you’re trying to...
by TSG | Mar 14, 2011 | attribution, Attribution & Risk, performance measurement, Performance Perspectives Newsletter, Returns, risk
VOLUME 8 – ISSUE 7 March 2011 Download PDF...
by admin | Feb 22, 2011 | risk, risk management
Perhaps it might seem odd that one can draw anything from Jane Austen’s classic, Pride And Prejudice, in regards to our profession, but alas it is possible, and I believe I have.The scene occurs at the start of Chapter 5 in Volume 3, shortly after the main...
by admin | Feb 13, 2011 | risk
In this weekend’s WSJ, Jason Zweig reminds his readers of James K Glassman’s 1999 best seller, Dow 36,000: The New Strategy for Profiting From the Coming Rise in the Stock Market (which, by the way can apparently be had at Amazon for a mere one penny!)....
