Articles

No Shockers From Midyear SPIVA

The midyear S&P Indices Versus Active (SPIVA) domestic scorecard provides another example of why (at least when it comes to the overall results of active management relative to appropriate benchmarks) the past is, in fact, prologue. Let’s review some of the highlights from the June 2015 scorecard. The table below shows the percentage of active …Read More.

Don’t Sell During Volatility

As I observe in my book, “Think, Act, and Invest Like Warren Buffett,” one of the great anomalies in investing is that while investors idolize Warren Buffett, they tend to ignore his advice, especially when it comes to efforts to time the market. The following are just a few of his many “words of wisdom” …Read More.

Use Life Hacks to Minimize Bad Decisions

New York Times

A few years ago, a friend of mine who happens to be a really well-known journalist had a conversation with a really well-known academic. Because the conversation was private, I’m not mentioning names. But I did want to share one fascinating part of their discussion. They were talking about cognitive biases. A cognitive bias is …Read More.

Contagion & Corporate Credit

Contrary to what most investors believe, empirical studies of corporate bond premia have found that only a small fraction of observed credit spreads can be explained by expected losses from defaults. For example, research has found that the contemporaneous return of the S&P 500 Index is highly significant when determining the changes in credit spreads …Read More.

The Secret to Investing in Volatile Times

Huffington Post

The financial media loves volatile markets. When the market drops, investors understandably become anxious. They have questions like: What is causing the decline? How low will the market fall? Should I sit on the sidelines until things “settle down”? Are there “defensive stocks” I should buy that will protect me during this period of uncertainty? …Read More.

Building Optimal Value Portfolios

In 1981, Sanjoy Basu’s paper, “The Relationship Between Earnings’ Yield, Market Value and Return for NYSE Common Stocks,” found that the positive relationship between the earnings yield (E/P) and average return is left unexplained by market beta. Then, in 1985, Barr Rosenberg, Kenneth Reid and Ronald Lanstein uncovered the positive relationship between average stock returns …Read More.

The Secret to Investing in Volatile Times

The financial media loves volatile markets. When the market drops, investors understandably become anxious. They have questions like: What is causing the decline? How low will the market fall? Should I sit on the sidelines until things “settle down”? Are there “defensive stocks” I should buy that will protect me during this period of uncertainty? …Read More.

Taxing The Yale Model

The success of the Yale Endowment has been highly publicized, leading many endowments, foundations and more recently, even high net worth individuals, to consider adopting the so-called Yale Model. The Yale Model includes a focus on alternative investments and attempts to capture the liquidity premium available in illiquid investments (such as private equity). In addition …Read More.

Taxing The Yale Model

The success of the Yale Endowment has been highly publicized, leading many endowments, foundations and more recently, even high net worth individuals, to consider adopting the so-called Yale Model. The Yale Model includes a focus on alternative investments and attempts to capture the liquidity premium available in illiquid investments (such as private equity). In addition …Read More.



NULL
Our Office
©2024 Peak Investment Advisors