Is Your Portfolio Long or Short Vol?

If earnings don’t matter, what does then?

Simplifying Equity Portfolios

Searching for Truth

How Much Alpha Did Warren Buffett Generate?

Replicating Private Equity with Public Equities

Searching for Superior Valuation Metrics

Long Bonds?

Time for Kingslaying.

Do Hedge Funds Generate Alpha or Simply Provide Factor Exposure?

Same old, same old, it seems.

Equity exposure in disguise

Style versus traditional fixed income factors

AQR vs Robeco 

Complex and complicated, but the outlook is poor

Systematic versus Discretionary Masters of the Universe

More the latter than the former unfortunately

Another strategy that trades income for capital return

Nope, back to practice.

When the tide goes out, you just find equity exposure