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Asset Allocation & Rebalancing Review | 22 May 2013

posted to The Capital Spectator on Wed 22nd May 13

The great divergence in performance among the major asset classes in 2013 rolls on. US REITs and US equities continue to lead the charge on the upside, pulling further away from the laggards, which are headed on the downside by commodities overall and foreign
Research Review | 5.21.13 | Risk Management & Asset Allocation

posted to The Capital Spectator on Tue 21st May 13

Advances in Portfolio Risk Control: Risk! Parity? Winfried G. Hallerbach (Robeco) | May 1, 2013 Spurred by the increased interest in applying risk control techniques in an asset allocation context, we offer a practitioners review of techniques that have been
Chicago Fed: Slower Slow Growth In April Again

posted to The Capital Spectator on Mon 20th May 13

The US economy slowed in April for the second time in as many months, led by declines in production-related indicators, according to todays release of the Chicago Fed National Activity Index, a weighted average of 85 economic data sets. But the deterioration

PEAK PERFORMANCE

posted to The Capital Spectator on Wed 23rd Apr 08

Has the maximum point of stress in the capital markets passed? There's no one measure for answering the question. In fact, there's no convincing answer short of letting time pass. But for those looking for a bit of perspective in real time, among the worthy
PRECEDENT TAKES A HOLIDAY

posted to The Capital Spectator on Fri 13th Jun 08

These are strange days in the global capital and commodity markets. The macroeconomic terrain isn't quite familiar either. No wonder, then, that central banking isn't quite itself either. The weird aura is second to none in these United States, where the Federal
DIVING DEEP FOR VALUE

posted to The Capital Spectator on Tue 10th Jun 08

The idea that smaller companies can potentially generate bigger rewards is an old one, although it's forever new in creating hope. In 1981, Rolf Banz formally introduced the concept of a small-cap risk premium into the academic literature. For the 43 years

Easy as it goes

posted to SCSUScholars on Fri 13th Jun 08

Despite my quasi-skepticism over the current state of the economy, I highly doubt we will see an increase in interest rates, and particularly after today's CPI report. I do not find the report alarming, even if a 0.6% headline rate of increase will still focus
Tuesday links: uncommoditized apples

posted to Abnormal Returns on Tue 10th Jun 08

The phrase ‘brain-dead CEOs‘ has a whole other meaning now. CEOs no longer need to be alive to earn big bucks from their employers. (WSJ.com)What credit exposures do the big banks still have? (Big Picture)“Central banks are committed to backstopping
Thursday links: trading problems

posted to Abnormal Returns on Thu 5th Jun 08

Round up the usual suspects…Who might buy Lehman Bros. (LEH)? (Market Movers)“David Einhorn, the high-profile principal of Greenlight Capital, the hedge fund manager, said Lehman was his biggest short position.” (FT.com)Whatever happened to