Low beta anomaly – some early evidence
Some of my readers have expressed the view that I am occasionally unnecessarily harsh in my posts. However, it is very unlikely that this post will elicit such a response since it is taking a rather critical look at the entrails of my own dissertation. While that was obviously a very long time ago, what […]
James Montier – the World’s Dumbest Idea
By Rolf on 11 December 2014
I am a fan of James Montier. I find his insights into behavioural finance very interesting and mostly rather entertaining. Some of his essays, such as the one on Abu Ghraib and the Milgram experiment, are memorable if depressing. He has his obvious prejudices and his bĂȘtes noires (Milton Friedman, the CAPM, efficient markets – […]
Posted in Comments/ramblings | Tagged Asset pricing, Beliefs