Articles

Don’t Give Till It Hurts

New York Times

I love this time of year, except for one teeny, tiny thing: charitable giving guilt. You know exactly what I’m talking about. We’ve all walked past that red bucket without dropping in any money. We’ve all said “no” to those requests at the checkout counter to donate $1 to some worthy cause. Many of us …Read More.

Skeptical On The Low-Vol ‘Factor’

The superior performance of low-volatility stocks was initially documented in the literature back during the 1970s, by Fischer Black, among others. That’s even before the size and value premiums were officially “discovered.” And since its existence became known, two main explanations for the low-volatility phenomenon have arisen. They are that: Many investors are either constrained …Read More.

Passive Investing’s Foundations

Building upon the work of Harry Markowitz, the trio of John Lintner, William Sharpe and Jack Treynor are generally given most of the credit for introducing the first formal asset pricing model, the capital asset pricing model (CAPM). It was developed in the early 1960s. The CAPM provided the first precise definition of risk and …Read More.

The Active or Passive Fund Debate is Over

As 2015 approaches, and you begin thinking about resolutions for the new year, make changing the way you invest your first priority. “Active investing” means trying to outperform benchmark indexes (such as the Standard & Poor’s 500 index) through market timing and stock picking. You can capture the returns of a benchmark index (less the …Read More.

The Personality Trait That Dooms Your Investments

Do you play recreational tennis or golf? Would you bet your retirement savings you could beat Roger Federer or Tiger Woods? Of course you wouldn’t. In most areas of your life, you objectively assess your skill level, and make intelligent decisions about the outcome of your planned activities. Overconfidence is common in investing. Unfortunately, many …Read More.

Making the Most of Resolution

You’ve heard that New Year’s resolutions have a horrendous success rate, right? One source suggests the number is as low as 8 percent … 8 stinking percent. But why? Is it for a lack of resolve? Somehow, I don’t think that’s it. It took a heck of a lot of resolve for your nephew to conquer the …Read More.

Questioning Value Of Endowments

Educational institutions hold billions of dollars in endowment funds. As of June 2013, the most recent data available, the five largest educational endowments (Harvard University, Yale University, The University of Texas system, Stanford University and Princeton University) collectively managed nearly $110.5 billion. All educational endowments managed in excess of $448 billion. While they are often …Read More.

Read This Before You Buy a Mutual Fund

Huffington Post

According to the 2014 Investment Company Fact Book, the mutual fund industry in the United States manages an astounding $15 trillion in assets. That represents a whole lot of investors who must be disappointed with the performance of their actively managed mutual funds. Approximately 85 percent of active large-cap stock funds underperformed their benchmark indexes …Read More.

The Best Inflation Protection

A recent CNBC poll asked, “Which asset are you buying as a hedge against inflation?” The three choices offered were equities, precious metals or alternative assets. My colleague and co-author, Kevin Grogan, found it interesting that the poll provided takers only three choices, none of which is among the best available hedges of inflation. We’ll …Read More.

Why Alpha’s Getting More Elusive

Baseball’s “modern era” began in 1903. Prior to that time, foul balls that weren’t caught weren’t considered strikes, giving hitters a major advantage. From 1903 through 1941, seven different players achieved a batting average of over .400 a total of 12 times—Ty Cobb and Rogers Hornsby each did it three times, and George Sisler did …Read More.

Change the Holy Grail of the Mutual Fund Industry

In previous blog posts, I’ve discussed the dismal performance of actively managed mutual funds. I also noted this underperformance has not gone unnoticed by investors. Actively managed funds have experienced massive outflows through September, while index funds have seen net inflows for the past eight months. The slim chance of “winning.” But this isn’t the …Read More.

Book To Market & Size Premium

Since the 1992 publication of “The Cross-Section of Expected Stock Returns” by Eugene Fama and Ken French, the size factor has been among those used in asset pricing models that attempt to explain the differences in returns of diversified portfolios. While Fama and French limited their model to three factors (beta, size and value), asset …Read More.



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