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Archive for November, 2009

  • Monday links: depression mode
    , November 30th, 2009 at 1:12 pm, Comments: 0

    Hedge fund manager Bridgewater Associates is under fire for having gone into “depression mode” in their All-Weather portfolio.  (Pensions & Investments) “(T)rying to calculate industry-wide [...]

  • Sunday links: party poopers
    , November 29th, 2009 at 11:59 am, Comments: 0

    The case for markets having overreacted to the Dubai World news.  (WSJ, James Altucher, FT Alphaville, VIX and More) On the role of Iran in [...]

  • Friday links: bursting bubbles
    , November 27th, 2009 at 10:37 am, Comments: 0

    Dubai World defaults.   Volatility returns.  (WSJ, Calculated Risk, Aleph Blog, Barron’s, The Reformed Broker, VIX and More, The Money Game, Felix Salmon, Curious Capitalist) [...]

  • Wednesday links: Sharpe experience
    , November 25th, 2009 at 9:49 am, Comments: 0

    Palash R. Ghosh, “The correlation between U.S. and foreign stock markets, even the emerging markets, has become so strong as to render almost meaningless the [...]

  • Tuesday links: bear fund boom
    , November 24th, 2009 at 12:13 pm, Comments: 0

    Individual investors are pouring money into long-short and bear market mutual funds.  (Bloomberg also Fund My Mutual Fund) Mark Hulbert, “I think it would be [...]

  • Monday links: Treasury teaser rates
    , November 23rd, 2009 at 12:17 pm, Comments: 0

    Are banks blind to the risks inherent in sovereign debt?  (FT also Capital Spectator) What exactly is a good Sharpe ratio for a commodity trading [...]

  • Sunday links: waves of social mood
    , November 22nd, 2009 at 9:53 am, Comments: 0

    The S&P 500 is flat for the past 11+ years.  Where would you have done better?  (Floyd Norris) Jason Zweig, “People who regard themselves as [...]

  • Top clicks this week on Abnormal Returns
    , November 20th, 2009 at 10:08 pm, Comments: 0

    Last week’s top clicks were a hit with our readers so, without any further ado here are the top ten posts Abnormal Returns readers clicked [...]

  • Friday links: market mood swings
    , November 20th, 2009 at 12:34 pm, Comments: 0

    “For better or worse, the more likely culprit for the uptick in market mood swings is the increased popularity of ETFs.  As more take bets [...]

  • Thursday links: costless capital
    , November 19th, 2009 at 12:50 pm, Comments: 0

    When your cost of capital is 0% everything looks attractive.  (Kid Dynamite also Big Picture) Be wary when a private equity firm looks to go [...]


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