Home Bruce Grantier

Ibbotson says it's all about misinterpreting Brinson, Hood and Beebower.

  • July 3, 2012 September 13, 2019
  • 15:19

Book review: "Debunkery: Learn It, Do It, and Profit From It"

  • March 23, 2011 September 13, 2019
  • 12:52

Author Martin Leibowitz talks beta and stress-beta post crisis.

  • December 8, 2010 September 13, 2019
  • 09:06

A look at eight centuries of financial crises.

  • September 28, 2010 September 13, 2019
  • 13:09

The authors do not believe the endowment model is wrong, rather, its diversity has been overestimated.

  • August 24, 2010 September 13, 2019
  • 10:30

Investment trends to watch: Brandes Institute.

  • July 27, 2010 January 20, 2021
  • 13:55

A discussion of Benjamin Graham and risk.

  • April 21, 2010 September 13, 2019
  • 11:43

Fama and French teach some lessons on theory versus practice. Beta is the well-known risk coefficient in the capital asset pricing model (CAPM) for pricing stocks and other assets by William Sharpe, John Lintner and Jack Treynor. The three authors, coincidentally, were working on the same questions in the early 1960s. Sharpe’s paper was published […]

  • November 1, 2008 September 13, 2019
  • 00:00