Asness on the central paradox of efficient markets
By greenbackd Cliff Asness, founder of AQR, seems to be doing the rounds lately. Forbes has a great interview with … Read more
By greenbackd Cliff Asness, founder of AQR, seems to be doing the rounds lately. Forbes has a great interview with … Read more
By greenbackd Institutional Investor has a great piece from Clifford Asness and John Liew called The Great Divide over Market … Read more
By greenbackd From the FTAlphaville’s “This is Nuts. When’s the crash?” series: We argue Tesla cannot be valued on near-term … Read more
By greenbackd In 7-Footers In A Sea Of Pygmies: Why Concentrating On Just The Averages Obscures True Market Insights, Lonnie and … Read more
By greenbackd Great piece from Tocqueville Funds’ François Sicart called Contrarian Investing in a Liquidity-Driven Environment. Tocqueville is a “bottom-up” value investor: … Read more
By greenbackd John Mihaljevic’s The Manual of Ideas: The Proven Framework For Finding The Best Value Investments builds on his and … Read more
By greenbackd Jason Zweig has a great blog post about Dean LeBaron, founder of Batterymarch Financial Management, and pioneer of quantitative … Read more
By greenbackd A year ago I wrote a post on the returns to negative enterprise value stocks. Zero Hedge screened Russell … Read more
By greenbackd A great piece from MebFaber on the probabilistic median real returns to different CAPE levels: An ugly period for US … Read more
By: greenbackd The Hong Kong University of Science and Technology Value Partners Center for Investing has examined the performance of value stocks in the … Read more
By: greenbackd The CFAInstitute blog Inside Investing has a great post on the returns to negative enterprise value stocks. Alon … Read more
By greenbackd Further to this post Value Badly Lagging Glamour: The Value Premium Is Now A Discount Saj Karsan requested a calculation showing the … Read more
By: greenbackd Two interesting charts from The Brandes Institute’s annual Value versus Glamour update for 2013. The first exhibit (2) … Read more
By: greenbackd Here’s the updated St Louis Fed’s FRED on Warren Buffett’s favored market measure, total market capitalization-to-GNP: The Q1 2013 ratio … Read more
By: greenbackd In Is the AAII Sentiment Survey a Contrarian Indicator? Charles Rotblut, CFA asks if the AAII Sentiment Survey results signal future market … Read more