NY Times is Dead Wrong About Warren Buffett
I am not a member of a "Warren Buffett cult" that thinks Warren Buffett is an investing God. I admire Warren Buffett for the right reasons.
Posts Tagged ‘Carhart’s Four Factor Model’
What Percentage of Hedge Fund Profits Are Pocketed by Managers?
What percentage of hedge fund profits are pocketed by hedge fund managers? Reuters published an article yesterday with the following title: "Managers Pocket 28 Percent of Hedge...
Hedge Fund Investors Should Get Smarter
Mark Carhart was the guest of Columbia University’s Quantitative Finance program a few months ago.
Goldman Was Pleased About the Quant Liquidity Crunch
Mark Carhart used to run the Goldman Sachs Asset Management with Ray Iwanowski.
Larry Robbins Glenview Capital: Style, Returns and Alpha
Larry Robbins’ Glenview, once a$9 billion hedge fund, lost around half of its assets and underperformed the market in 2008.
Whitney Tilson and T2 Partners’ Returns and Alpha
Whitney Tilson is getting a lot of coverage because of his Netflix (NFLX) short.
10 Stocks Insiders Are Selling Like Crazy
Insider sales usually are non-informative. Stocks sold by insiders don’t go down, on the average.
Best Mutual Funds: Parnassus (PARNX) Returns and Alpha
When everybody’s depressed is absolutely the best time to buy stock,” said Dodson, who oversees $4.5 billion as president of Parnassus in San Francisco.
Best Mutual Funds: Dimensional Fund Advisors US Small Cap Value (DFSVX)
Dimensional Fund Advisors (DFA) was founded by two University of Chicago business school alums, David Booth and Rex Sinquefield, back in 1981.
How Do Individual Investors Manage to Lose Money in the Stock Market?
The Efficient Market Hypothesis claims that stock prices reflect all available information.
Don’t Waste Your Money On Undeserved Beta
After we were contacted by an uninformed reader regarding our last post, Insider Monkey realized there are investors out there who don't understand how to calculate alpha and...
Warren Buffett’s Alpha 1977-2009: Chart of the Day
Warren Buffett. We could jot down the nearly endless list of descriptives that would just begin to protray his followers' feelings towards him.
Warren Buffett’s Style Drift
Your source for free real-time insider trading data, Insider Monkey, used Carhart’s (1997) four-factor model to estimate Warren Buffett’s alpha and investment style between...
