“Do you think you might be trying too hard?”
By: greenbackd Wes sent through this outstanding more-than-30-year-old speech, Trying Too Hard (.pdf), which foreshadows many of the ideas we discuss … Read more
By: greenbackd Wes sent through this outstanding more-than-30-year-old speech, Trying Too Hard (.pdf), which foreshadows many of the ideas we discuss … Read more
By greenbackd In How to Beat The Little Book That Beats The Market: Redux I showed how in Quantitative Value we tested Joel Greenblatt’s Magic Formula … Read more
By Greenbackd This letter from Howard Buffett, the highly libertarian “Old Right” United States Representative father of Warren, to anarcho-capitalist historian and economist … Read more
By Greenbackd Robert Novy-Marx, whose The Other Side of Value paper we quoted from extensively in Quantitative Value, has produced another ripping paper called The Quality … Read more
By: greenbackd In a new paper, Using Maximum Drawdowns to Capture Tail Risk, my Quantitative Value co-author Wes Gray and Jack Vogel propose a new … Read more
By Greenbackd Last May in How to beat The Little Book That Beats The Market: An analysis of the Magic Formula I … Read more
By Greenbackd Robert Prechter’s prediction of a 100-year bear market reminds of this great story told in the introduction to my 2003 … Read more
By Greenbackd Abnormal Returns’ Tadas Viskanta has posted a great interview with my Quantitative Value co-author, the Turnkey Analyst Wes Gray: AR: You write in … Read more
By Greenbackd Last week I wrote about the performance of one of Benjamin Graham’s simple quantitative strategies over the 37 … Read more
By Greenbackd Two recent articles, Was Benjamin Graham Skillful or Lucky? (WSJ), and Ben Graham’s 60-Year-Old Strategy Still Winning Big (Forbes), have thrown the … Read more
By Greenbackd Zero Hedge has an article Buy Cash At A Discount: These Companies Have Negative Enterprise Value in which Tyler Durden argues … Read more
By Greenbackd What do requests for confidentiality reveal about hedge fund portfolio holdings? In Uncovering Hedge Fund Skill from the Portfolio Holdings They … Read more
By GreenBackd Embedded below is my Fall 2012 strategy paper, “Hunting Endangered Species: Investing in the Market for Corporate Control.“ … Read more
by: greenbackd A new Journal of Finance paper examines whether improvements in a company’s internal corporate governance create value for shareholders. In The … Read more
By: greenbackd There are two great new papers on the global “predictiveness” of the Graham / Shiller Cyclically Adjusted Price … Read more