There’s been much made of the recent move by Ben Bernanke accepting a position – less than a year after leaving his position as Chairman of the Fed – with hedge fund Citadel.
Bernanke & Citadel, Politicians & Priests
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Miscellaneous Musings
SNB, CHF and Our Colleague…
The Swiss Franc (CHF) was the talk of the financial world last week. We feel compelled to write something about it, but our response will be measured because we know someone directly affected by the situation. You see, we have this colleague…
Square Root of 2
Since the days of the Babylonians it’s been known that square root of 2 – which I’ll shorthand as SQR(2) from here on out – has a lot of numbers in the decimal places. And even if they didn’t know specifically that it was irrational, with their available mathematical knowledge, they came up with …
Repeated Games & Airline TV
Pricing models are something that have long fascinated us. So compelling is the topic that it’s a well known form of entertainment amongst economists to try and decipher how businesses set prices. This is especially fun when there’s a good reason to think that there might be something unintuitive and more interesting than simple supply and demand.
Survivorship Bias, World War II Bombers & Your Portfolio
Imagine being tasked with examining the tattered carcases of bombers returning from missions in...
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 …
Monopoly 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.
A Rough Guide to Spotting Bad Science
This rough guide to spotting bad science is presented with no comment except to say that just...
About Us
ReSolve Asset Management Blog is an investment research forum, opinion pieces, and educational material from the team at ReSolve Asset Management. Our views are driven by evidence based finance, with a special focus on asset allocation, factors and smart beta, retirement and endowment strategies, and quantitative methods.
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