Presentations (8)
SIMPLYSTATED April 2015 Calling the Turns: Why Market Timing Is So Hard by Philip Lawton, Ph.D., CFA The stock market is cyclical, and any investor who market may have mispriced it. Similarly, by comparing could call the turns—buying when prices are lowest the market’s current cap-weighted price/earnings to and selling when they are highest—would make a the...
FUNDAMENTALS ™ September 2015 How NOT to Wipe Out with Momentum Chris Brightman, CFA, Vitali Kalesnik, Ph.D., and Engin Kose, Ph.D. Chris Brightman, CFA “ A momentum strategy implemented through an indexbased approach has serious limitations. “ KEY POINTS 1. Implementation costs and front running make an index replication strategy inadvisable as a means to...
JO T The Voices of Influence | iijournals.com W W W. I I J OT. C O M SUMMER2015VOLUME10NUMBER3 The Market Impact of Passive Trading MICHAEL AKED AND MAX MOROZ M ICHAEL A KED is a director of product design at Research Affiliates, LLC, in Newport Beach, CA. aked@rallc.com M AX MOROZ is a senior vice president and head of investment systems at Research Affiliates, LLC, in Newport Beach,...
ON THE IMPACT AND FUTURE OF HFT W H I T E PA P E R Khaldoun Khashanah Ionut Florescu Steve Yang Financial Engineering Division School of Systems and Enterprises Stevens Institute of Technology May 10, 2014 This work was supported by the Investor Responsibility Research Center Institute. ON THE IMPACT AND FUTURE OF HFT ABSTRACT This white paper informs on the state of high frequency...
Feb 25, 2016 Avoiding Panic Selling in a Declining Stock Market As seen in The Legal Intelligencer With memories of the 2008-09 market crash still fresh in the minds of many investors, the stock market got off to a miserable start as 2016 got under way. The selling started on the first trading day of the New Year and continued largely unabated throughout the rest of January. The S&P 500...
BARROW FUNDS Value Principles ï¬ Private Equity Perspective The Barrow Funds Team Nicholas Chermayeff Principal Quality Meets Value 25 years of industry experience Report Card BA Harvard College December 2016 Robert F. Greenhill, Jr. Principal Picture This… 26 years of industry experience Imagine if you could buy, at a significant discount to its...
Commentary BARROW October 2016 FUNDS Barrow Street Advisors Leadership Nicholas Chermayeff Principal 25 years of industry experience BA Harvard College Robert F. Greenhill, Jr. Principal 26 years of industry experience BA Harvard College MBA Harvard Business School David R. Bechtel Principal 26 years of industry experience BA Yale University JD Stanford Law...
