Rolf Banz on investment
A personal perspective on investment issues
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Active/passive management

  • UBS on active management: myth busters? (4)
  • How to ensure poor performance (0)
  • Did The Economist miss the point? (1)
  • Risk adjustment as an excuse (0)
  • Alpha in tactical asset allocation (0)
  • Alpha in single asset class portfolios (0)
  • Alpha – real and fake (0)
  • Is active management easier in less efficient markets? (0)

Building blocks

  • The long-term risk of bonds (0)

Comments/ramblings

  • How to ensure poor performance (0)
  • Inequities in equities? (0)
  • On Piketty (0)
  • James Montier – the World’s Dumbest Idea (0)
  • The best of the best? (1)
  • The Economist and CalPERS (0)
  • Bill Sharpe’s dim views on smart beta (0)
  • The performance of asset managers (2)
  • Radio silence (0)
  • M&M and pension fund liabilities (0)

Essays

  • UBS on active management: myth busters? (4)
  • How to ensure poor performance (0)
  • Did The Economist miss the point? (1)
  • Risk adjustment as an excuse (0)
  • Alpha in tactical asset allocation (0)
  • Alpha in single asset class portfolios (0)
  • Alpha – real and fake (0)
  • Wealth preservation: an illusion? (0)
  • The long-term risk of bonds (0)
  • Is active management easier in less efficient markets? (0)

Investment strategy

  • Did The Economist miss the point? (1)

Oldies

  • Black Monday 1987 (0)
  • Low beta anomaly – some early evidence (0)
  • Is Switzerland still a “special case”? (0)

Uncategorized

  • Why another weblog on investment? (0)

Wealth preservation

  • Wealth preservation: an illusion? (0)

About this weblog and its author

Rolf Banz spent his career in the investment industry in the US, the UK and, most recently, in Switzerland. To older people, he is known as the "father of the small firm effect". This weblog consists of a series of essays and shorter pieces on a range of issues at the intersection of institutional investment and investment theory. Please see this post for a description of the objectives of the weblog and the About page for further information on the author and the site.

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Links that inspire

  • Cliff Asness of AQR
  • Matt Levine's Money Stuff

Links just for fun

  • Powers of 10
  • Turning words into graphics

Categories

  • Comments/ramblings
  • Essays
    • Active/passive management
    • Building blocks
    • Investment strategy
    • Wealth preservation
  • Oldies
  • Q&A/misunderstandings
  • Uncategorized

Tag Cloud

Alpha Anomalies Asset allocation Asset pricing Beliefs Bonds Buy-and-hold CAPM Crash Dimson-Marsh-Staunton Emerging markets Empirical research Family wealth Hedge funds Housekeeping Inflation IPO Manager selection Market efficiency Offshore private banking Pension funds Pension liabilities Performance Philosophy Portfolio insurance Private equity Reporting Small caps Smart beta Statistics Structured products Style bias Switzerland TAA

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