Tuesday, 31 August 2010

Bond bubble- a sterile debate on semantics

›
Much ink has been spilt over the question of whether government bonds are in a bubble or not. The bond bubble believers love to cite stats...
245 comments:
Wednesday, 25 August 2010

Latest paper - A man from a different time

›
My latest paper - A man from a different time - on dividends and dividend swaps is avialable from www.gmo.com
260 comments:
Friday, 20 August 2010

Reports of the death of mean reversion are premature

›
This was originally written for the FT, but they seem to have gone the same way as so much media and are dumbed down these days - they said ...
42 comments:
Thursday, 19 August 2010

Guess who?

›
Which 'superficial' blogger (see http://behaviouralinvesting.blogspot.com/2010/07/barbie-does-economics.html) dared to utter these w...
31 comments:
Wednesday, 28 July 2010

Banks and Basel 3: Asking kids to mark their own homework

›
One of my colleagues sent around a bloomberg article which stated that Westpac (the Aussie bank) had opined that the Basel 3 rules were flaw...
20 comments:
Tuesday, 27 July 2010

Is Austerity the Road to Ruin

›
My latest paper for GMO: Is Austerity the Road to Ruin can be found here: http://www.gmo.com/ or http://www.scribd.com/doc/34895648/GMO-Mont...
11 comments:
Thursday, 22 July 2010

On the price of insurance and the bull market in tail risk

›
From the people who bought you such wonderful ideas as CDOs , now comes the bull market in tail risk products. Deutsche are launching a lon...
71 comments: