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Simplicity & Complexity: What Go Teaches Us About Investing, Part 1
I was recently reading a splendid article in WIRED magazine specifically addressing the the lack of computer dominance over human players in the Chinese strategy game Go. This post borrows heavily from that article, and I would …
Keep ReadingVanguard’s Bogle is Totally Cool Losing 50%. Twice. Are You?
Baseball Umpires are Biased…and You Are, Too.
We recently came across an article that was written about baseball umpires. It turns out that baseball umpires are biased…and you are, too. We love the intersection of sports, investing and general statistics, and this was no exception. Here are some examples:
Keep ReadingMonopoly for the Modern Era
have a 2-year old living in my house, and as a quant/nerd/economist, I’m always looking for unique ways to educate my wee lad on how the world really works. Games have always played an important social role in my family, and Monopoly has held a prominent role even in the pantheon of games.
Keep ReadingA Rough Guide to Spotting Bad Science
Forget active vs. passive. It’s all about factors
We just love a good debate, and there seems to be quite a heated debate at the moment about the relative utility of passive versus active investing. Perhaps this debate is as timeless as investment management itself, but a flurry of recent studies may have finally armed passive advocates with enough ammunition to settle the argument once and for all.
Keep ReadingFallacies of the Fed Model
The Journal of the Society of Actuaries held a contest for articles on investment myths, and we are honored to have had our article on ‘Fallacies of the Fed Model’ chosen for publication in this prestigious journal. We want to thank our co-authors, David Cantor and Kunal Rajani of PriceWaterhouseCoopers, for proposing this collaboration, and for their critical insights and analytical contributions.
Keep ReadingA Global Passive Benchmark with ETFs and Factor Tilts
In a recent article published in Financial Analysts Journal, Charles Ellis makes an excellent case for the death of active management. Ellis asserts that the efficiency of a market is a function of the number and quality of active, informed investors at work in the market at any time. As more investor
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