Rolf Banz on investment
A personal perspective on investment issues
  • Home
  • About
  • Archives
Browse: Home / Empirical research

Empirical research

On Piketty

By Rolf on 15 January 2015

I admit that I did not finish Piketty’s Capital in the 21st Century. If you did and liked it, you may want to stop here. I did get a bit further than the typical reader who, according to reports based on annotations on the Kindle version, made it to about page 26. I found it […]

Posted in Comments/ramblings | Tagged Empirical research, Philosophy, Statistics

The performance of asset managers

By Rolf on 25 April 2014

I have made only one specific investment recommendation on this weblog so far and it has turned out to be rather poor advice, at least in the short term. I questioned the wisdom of investing in the Carlyle IPO almost two years ago. But Carlyle has comfortably outperformed both the market and its sector since […]

Posted in Comments/ramblings | Tagged Empirical research, Manager selection, Performance, Statistics | 2 Responses

Reader beware

By Rolf on 18 April 2013

Lessons from the Reinhart-Rogoff saga The controversy about the mistakes in the Reinhart and Rogoff 2010 paper has left their reputation somewhat in tatters and has provided ample scope for expressions of Schadenfreude among economists. But there are actually also some interesting lessons in this sad development for those of us who are interested in […]

Posted in Comments/ramblings | Tagged Empirical research

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.

Subscribe to feeds

Posts
Comments

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

Copyright © 2023 Rolf Banz. Disclaimer/copyright notice.

Powered by WordPress, Hybrid and Outline