Portfolio for the Future™

Research, Analysis, and Opinions for Better Investor Outcomes

CAIA Blog
Browse by
Search
Browse and search
All Topics
→
←
Displaying 1771 - 1785 of 2109
Do you like or dislike equity?
Traditional stock pickers live in a world that is analogous to Facebook. The average mutual fund manager…
Hedge Funds, Access to Alternatives
Long-Term Infrastructure Debt: The Valuation Issue
The EDHEC-Risk Institute has issued a new paper on an old problem, how one can go about valuing…
Infrastructure, Hedge Funds
Macroeconomics: The Mainstream and the … Banks
The mainstream in contemporary “macroeconomic” theory is defined by a particular sort of model, “dynamic…
Asset Allocation
Tsipras Marched Bravely Forward And … Surrendered
On Friday night, February 20th, the government of Greece under Prime Minister Alexis Tsipras agreed to the…
Hedge Funds, Asset Allocation
On First Looking Into SEC’s Homer: A Final Rule on Swaps Reporting
The Securities and Exchange Commission recently issued its final rule on security based swap reporting,…
Hedge Funds, Access to Alternatives
Capital Call – Mastering 7 Essential Investor Questions
By Diane Harrison Although it’s early in 2015, investment managers are already feeling the pinch of making as…
State of the Industry
Focus on U.S. Real Estate Benchmarks: NCREIF Transaction Based Index
By Brad Case, PhD, CFA, CAIA This is the third in a series of articles focusing on the strengths of…
Real Estate, Hedge Funds, Asset Allocation
Down Memory Lane: That WTI-Brent Divergence
Two and a half years ago, back when $90 a barrel was the bottom of the trading range for crude oil, John W.…
State of the Industry, Infrastructure
A Basis for Pursuing the Pursuers? Sonar-based Whale Hunts
The special counsel of a division of the Commodity Futures Trading Commission suggests that “high speed…
State of the Industry, Hedge Funds, Asset Allocation, Access to Alternatives
Eurekahedge Airs Wide Range of Views on Indian Hedge Funds
Eurekahedge has published a special report on Indian hedge funds. What it settled was that several…
Hedge Funds, Asset Allocation
A Metaphorical Map that Proposes an Unbound Barbell
Okay, the metaphors trip over themselves somewhat in this report. Road maps, barbells, a bucket, and one…
Risk Management, Hedge Funds, Asset Allocation, Access to Alternatives
Arbitrage 101: When Voting Has Negative Value
Twentieth-First Century Fox Inc. has two classes of common stock, non-voting and voting. Normally, if there…
Manager Selection, Hedge Funds
Debates Over Bayesianism Take Cartoon Form
Has the sun just gone nova? If we’re unsure, should we contact a Bayesian or a frequentist? (Or a…
Risk Management
Meditations on the Eurozone and Secession
How, if at all, might the break-up of the Eurozone be accomplished non-catastrophically? Just a year ago…
Asset Allocation
Recent Russian Investment History: Misty Water-Colored Memories
Ah, the mid 1990s. Memories. The Soviet Union was no more, and fashionable academics were writing books about…
Hedge Funds, Asset Allocation