Abnormal Returns

MARCH 4, 2025

rcmalternatives.com) How skew and kurtosis should play a role in portfolio construction. mailchi.mp) Round-ups A round-up of recent white papers including 'A New Paradigm in Active Equity.' Skew Why investors avoid positive-skew investment strategies.

Math 147

Math Assets Economics Portfolio 147

The Big Picture

SEPTEMBER 19, 2023

Her job is portfolio and product solutions and that means she could go anywhere in the world and do anything. 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.

Assets 147

Assets Management Investments Investing 147

Random Roger's Retirement Planning

JUNE 27, 2022

Quite a few years years ago, like maybe 15, I wrote several posts about an idea for portfolio construction from Nassim Taleb where he said he put 90% of his money in T-bills from around the world and then put the remaining 10% in very aggressive holdings with great potential for asymmetric returns. NFDIX gives the portfolio/index 11.2%

Portfolio 40

Portfolio Math Management Investments 40

The Big Picture

SEPTEMBER 3, 2024

All of their portfolio managers not only are substantial investors in each of their funds, but they do a disclosure year that shows each manager by name and how much money they have invested in their own fund. So we really think that it creates alignment to have our portfolio managers meaningfully owning shares of the funds that they manage.

Investing 147

Investing Investments Management Valuation 147

The Big Picture

MARCH 12, 2024

So that’s an active part of portfolio trimming and opt and optimization. The good news is no one event has a big impact on the portfolio. You, 00:30:51 [Speaker Changed] You know, the fascinating thing is I have a vivid recollection of a paper, a white paper coming out by professors Reinhart and Rogo.

Banking 147

Banking Marketing Marketing Investing 147

The Big Picture

NOVEMBER 25, 2024

Not only did he stand up a research shop from a dorm room in college and started selling model portfolios to fund managers, but eventually created a suite of first mutual funds. And I, and I really like the application of math and statistics and computer science to markets. It’s just not smart on a math basis to do that.

Portfolio 147

Portfolio Management Marketing Marketing 147

The Big Picture

OCTOBER 31, 2022

We wrote a white paper that was associated with it. RITHOLTZ: So I said something at an event where I had said to a group of young people, hey, if you’re in your 20s, 30s, 40s, you really don’t need bonds in your portfolio. We did it not only for the U.S., we did it internationally. It makes sense for me.

Numbers 147

Numbers Investing Investments Marketing 147