Miscellaneous
These blog entries do not fit any of the categories thus far defined.
“What Works Best?” Update December 29, 2011
An update to the “What Works Best?” page makes the discussion more expansive (to address strategic asset allocation), shifts emphasis and adds references.
Investing Demons Update December 23, 2011
An updated Investing Demons now includes relevant research summary statements from the past year. This section provides a broad perspective on the content of CXOadvisory.com.
2012 Wagner Awards Call for Papers September 9, 2011
The deadline for submission of papers for the 2012 Wagner Award, hosted by the National Association for Active Investment Management (NAAIM), is January 1, 2012. Per the “Call for Papers”:
“The competition is open to all investment practitioners, academic faculty and doctoral candidates in the field. …Papers must be of practical significance to practitioners of active investing. The prize will be awarded to a paper resulting from research into active investment management, which NAAIM broadly defines as investment strategies and techniques that improve upon the risk-adjusted return obtainable from a passive, buy-and-hold, investment strategy. …Three prizes will be awarded. The best paper will receive the Wagner Award valued at $10,000; second place will receive $3,000 and third will receive $1,000. …the grand prizewinner will be invited to present his / her paper at the NAAIM annual conference: ‘NAAIM Uncommon Knowledge 2012,’ May 7–9, 2012 at the Intercontinental Buckhead Atlanta in Georgia. Free conference attendance, U.S. air travel and lodging will be provided.”
See “Exploiting the Predictability of Volatility” and “Selling Calls or Puts According to Trend” for summaries of the 2010 Wagner Award first and second place papers, respectively.
See “Capital Management with Clustered Signals”, “Which Kind of (ETF) Momentum Is Best?” and “Enhancing/Streamlining Asset Rotation” for summaries of the 2011 Wagner Award first, second and third place papers, respectively.
CXOadvisory.com has no affiliation with NAAIM or the Wagner Award.
2011 Wagner Awards Call for Papers February 2, 2011
The deadline for submission of papers for the 2011 Wagner Award, hosted by the National Association for Active Investment Management (NAAIM), is March 7, 2011. Per the “Call for Papers”:
“The prize will be awarded to a paper resulting from research into active investment management, which NAAIM broadly defines as investment strategies and techniques that improve upon the risk-adjusted return obtainable from a passive, buy-and-hold, investment strategy. …Awards will be announced by April 15, 2011. …The best paper will receive the Wagner Award valued at $10,000; second place will receive $3,000 and third will receive $1,000. Honorable mentions or additional monetary prizes may be awarded at the judges’ discretion. In addition, the grand prizewinner will be invited to present his / her paper at the NAAIM annual conference: ‘NAAIM Uncommon Knowledge 2011,’ May 2-4, 2011 at the Hyatt Regency Mission Bay in San Diego, California. Free conference attendance, U.S. air travel and lodging will be provided.”
See “Exploiting the Predictability of Volatility” and “Selling Calls or Puts According to Trend” for summaries of the 2010 Wagner Award first and second place papers, respectively.
CXOadvisory.com has no affiliation with NAAIM or the Wagner Award.
Strategies for Exploiting Index Rebalancing? June 7, 2010
A reader suggested: “With the annual Russell rebalancing coming later this month, maybe you could post some profitable trading strategies.” A search of the Social Science Research Network (SSRN) for “index rebalancing” and “index reconstitution” and “Russell rebalancing” and “Russell reconstitution” locates the following research (in reverse posting chronology): More…
How About Spinoffs? May 2, 2010
A reader asked: “Have you done a review on spinoffs?” More…
Master Limited Partnerships? March 31, 2010
A reader asked: “Could you shed some light on Master Limited Partnerships and their risk?”
There is not much formal research on Master Limited Partnerships (MLP). A Social Science Research Network search locates two papers that may interest you: More…
Working Papers vs. Journal Articles? March 22, 2010
A reader commented and asked: “The problem with SSRN is that most papers published there are working papers, placed there to receive comments. Before any of these papers appear in a journal, they undergo peer review, one of the most important processes in scientific research. Experienced researchers in the field thereby filter out all the mistakes, wrong methods, incorrect conclusions, etc. How do you know that the working papers are not dramatically adjusted before publication in a peer-reviewed journal?” More…
Other Similar Web Sites? November 10, 2009
A reader asked: “Do you have any other similar web sites or know of any similar sites?” More…
How Do You Keep Up with New Research? September 4, 2009
A reader asked: “How do you keep up with what research is being released? Do you have any suggestions for sifting through all the work to find things solely related to stock selection, market sentiment, etc…the things that you seem to be looking for? For me, you are a shortcut to finding what is relevant. I’m wondering if you have any ‘shortcuts’?” More…
