We Versus Me: Identifying An Investment Mindset
By Diane Harrison When deciding where to put money, investors have many choices and multiple goals they are trying to achieve. Commonly, one seeks to partner with outside managers to enhance or...
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Everything's Significant When You Have Lots of Data
Well........, not really!It might seem that way on the face of it, but that's because you're probably using a totally inappropriate measure of what's (statistically) significant, and what's not.I...
View ArticleManagerial Overconfidence and Manipulation of Operating Cash Flow: Evidence...
Publication date: Available online 31 October 2019Source: Finance Research LettersAuthor(s): Daecheon Yang, Hyuntae KimAbstractManagerial overconfidence theory documents that overconfident managers...
View ArticleMeasuring expected shortfall under semi-parametric expected shortfall...
In this paper, the authors investigate the applicability of semi-parametric approaches for estimating expected shortfall.
View ArticleSEC Issues Agenda for Nov. 4 Meeting of the Fixed Income Market Structure...
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View ArticleSEC Charges International Security-Based Swaps Dealer That Targeted U.S....
The Securities and Exchange Commission today charged XBT Corp. SARL d/b/a First Global Credit, a Switzerland-based securities dealer, for offering and selling unregistered security-based swaps to U.S....
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It's Time to Go
When I released my first post on the blog on 20th. Febuary 2011 I really wasn't sure what to expect! After all, I was aiming to reach a somewhat niche audience.Well, 949 posts and 7.4 million page-hits...
View ArticleQuantpedia in October 2019
Dear readers, Seven new Quantpedia Premium strategies have been added into our database in October, and five new related research papers have been included into existing Premium strategies....
View ArticleBlenheim Closes, Ushering in a New Era in Commodities
Willem Kooyker is folding up his tent at Blenheim Capital, the commodities-focused hedge fund headquartered in an office park in Berkeley Heights, N.J. Kooyker is a legend. In 1981, he went to work at...
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