Abnormal Returns

MARCH 4, 2025

mailchi.mp) Round-ups A round-up of recent white papers including 'A New Paradigm in Active Equity.' alphainacademia.substack.com) Some popular economics books to avoid including "Power and Progress," by Daron Acemoglu and Simon Johnson. (rcmalternatives.com) How skew and kurtosis should play a role in portfolio construction.

Math 147

Math Assets Economics Portfolio 147

The Big Picture

DECEMBER 18, 2024

To prove their point, a number of friendly commentators, academics, and hired guns all wrote endless white papers, Op-Eds and commentaries. ” A bit of quick math: 726,600/0.987 = 736,170 (starting point). Hey, everybody’s entitled to their opinion about new legislation and there was no shyness about sharing theirs.

Food 306

Food Math Numbers Economics 306

The Big Picture

SEPTEMBER 19, 2023

One, one is true and I’ve always said is that I wanted people to stop, ask if I could doing math. And no one asked me if I can do math anymore with a degree from Booth, particularly in econometrics and statistics. So people really ask you, you take French and can you do math. Two reasons. What, why do we think that is?

Assets 147

Assets Management Investments Investing 147

The Big Picture

SEPTEMBER 3, 2024

A bachelor’s in economics from Northwestern and then an MBA from University of Chicago. And so I kind of leveraged that when I went to Morningstar because they’re very focused on quality, the whole concept of economic moats, but also about buying companies when they’re trading at a discount to intrinsic value.

Investments 147

Investments Investing Management Valuation 147

The Big Picture

MARCH 12, 2024

So in this, in this context of, of a mortgage now being clear to everyone that this default risk is present, it’s real, and it’s hard to price because following the borrower’s economic profile, there, there are defaults that are related to just life events, but there’s also defaults related to a macroeconomic event.

Banking 147

Banking Marketing Marketing Investing 147

The Big Picture

NOVEMBER 25, 2024

And I, and I really like the application of math and statistics and computer science to markets. You learn the math that can help you with, with market making operations. There’s very few, I would argue probably no consistent predictors of, of any sort of economic or market cyclicality. And I just caught the bug.

Portfolio 147

Portfolio Management Marketing Marketing 147

The Big Picture

OCTOBER 31, 2022

We wrote a white paper that was associated with it. RITHOLTZ: Did you see the Liberty Street Economics research paper? This recent paper at Liberty Street Economics blog, which is the New York Fed Research blog, said, “Oh, it turns out that people have adjusted to work from home. we did it internationally.

Numbers 147

Numbers Investing Investments Marketing 147