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  • Tracking Mean Reversion After Bad Months [View article]
    worldbeta.blogspot.com...
    Jul 02 15:06 pm |Rating: 0 0 |Link to Comment
  • Tracking Mean Reversion After Bad Months [View article]
    Thanks Smart ETF - your comments are some of the few that are worthwhile and intelligent.

    I agree with you for the most part, and I examined a similar vol clustering in an old post on World Beta. Shoot me an email when you get the chance.
    Jul 02 14:21 pm |Rating: 0 0 |Link to Comment
  • An Endowment Portfolio From Publicly-Traded Vehicles [View article]
    If you have a broker that trades foreign like IB or ETrade.

    www.londonstockexchang...
    Jun 01 18:26 pm |Rating: 0 0 |Link to Comment
  • An Endowment Portfolio From Publicly-Traded Vehicles [View article]
    Here it is since 1983, but only with the 5 asset classes mentioned:

    worldbeta.blogspot.com...
    May 29 14:44 pm |Rating: 0 0 |Link to Comment
  • An Endowment Portfolio From Publicly-Traded Vehicles [View article]
    Check out my post here:

    worldbeta.blogspot.com...
    May 29 14:43 pm |Rating: 0 0 |Link to Comment
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