October 23, 2013
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Professor Fama is credited with developing the Efficient Market Hypothesis, the academic theory which explains why one should expect index funds to outperform actively managed
Our prior blog post, “The Prediction Paradox”, outlined why investing the Wall Street way, by placing bets based on predictions, was a recipe for financial
In the summary description of the book The Signal and the Noise: Why So Many Predictions Fail – But Some Don’t, written by political forecaster,
Many investors continue to believe they can feel secure that their finances are managed by a “brand name” firm such as J.P. Morgan. Underlying this
An interview on the web site indexuniverse.com with author Larry Swedroe, a champion of passive investment strategies, discusses the fee war waging among the major
In Part Two, we return to our friends at Beat the Market Investors (‘BTMI’), the former active money manager of FSIA-client ‘Jack’. It was an
A new client of Fifth Set Investment Advisors (I’ll call him Jack) was in the process of informing his prior firm (I’ll call them Beat
There’s much to reflect on following the announcement from J.P. Morgan that it lost $2 billion on a hedging strategy gone bad; “retiring” top executives,
Why do people bother to invest in hedge funds? Other than a lack of transparency, excessive fees, tax inefficiency, illiquidity, and underperformance, I suppose they’re
Ian A. Post, CFA, CFP®
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