Norman Fosback’s Performance?
October 15, 2009 - Calendar Effects, Individual Gurus
Norman Fosback discusses two investing systems on fosback.com: (1) Fosback’s Fund Forecaster; and (2) The Seasonality Timing System…
October 15, 2009 - Calendar Effects, Individual Gurus
Norman Fosback discusses two investing systems on fosback.com: (1) Fosback’s Fund Forecaster; and (2) The Seasonality Timing System…
October 15, 2009 - Fundamental Valuation, Value Premium
…investors may be able to achieve abnormal returns by combining value and earnings surprises, with most of the benefit coming from value stocks with positive earnings surprises and positive earnings announcement abnormal returns.
October 14, 2009 - Investing Expertise, Mutual/Hedge Funds
…evidence provides weak support for a belief that managers of U.S. bond mutual funds can on average time the bond market, but fund costs/fees offset any associated net outperformance of reasonable benchmarks.
October 13, 2009 - Individual Gurus
There is not much information on the site…
October 13, 2009 - Animal Spirits, Calendar Effects
…evidence from a broad international test indicates that switches to/from daylight savings time have no reliable effect on short-term stock returns.
October 12, 2009 - Calendar Effects, Political Indicators, Technical Trading
You can use these three categories (and key word searches) to identify similar analyses and thereby get a second opinion on specific anomalies.
October 12, 2009 - Equity Options
…investors may find The Options Trading Body of Knowledge useful as a broad source of information on how strategies for stock options work, but they should be skeptical of any judgments it offers on strategy profitability/risk and recognize that rules for other kinds of options may be different.
October 10, 2009 - Big Ideas
Nassim Taleb offers some vague guidance on avoiding wildly bad events. See…
October 9, 2009 - Strategic Allocation
…retirees may be able to achieve both higher spending allowances and lower probabilities of portfolio exhaustion by allocating part of their portfolios to a safe core and the balance to a growth-tilted stocks-bonds mix.
October 8, 2009 - Value Premium
…investors may be able to exploit the value premium more efficiently and completely by defining it using the Enterprise Multiple rather than the book-to-market ratio.