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...There are lessons here, and a warning for shareholders in all regulated companies providing essential services — that their investments are at risk if they don’t take an active role in ensuring that the...
...— Don’t knock the economic value of majoring in the liberal arts (Brookings) — How Javier Milei Could Change Argentina (Foreign Affairs) — Sharpe’s Arithmetic and the Risk Matters Hypothesis (Elm) —...
...“If the idea is to isolate some sort of insider knowledge, I don’t think this would be the way to do that. I don’t think there is an edge here.”...
...Home Office minister Lord Sharpe insisted during the debate that there was nothing in the bill that conflicted with the UK’s legal obligations....
...It’s simply a 0.5 Sharpe ratio [it generates 0.5 units of excess return per unit of volatility], not a 3.5 Sharpe ratio. So it doesn’t feel like an inefficiency....
...Even Citadel’s Ken Griffin warned earlier this year in an FT interview that this couldn’t last....
...William Sharpe called “the nastiest, hardest problem in finance”....
...Sharpe and Markowitz first met at the RAND Corporation in the late 1950s, where Sharpe worked while completing his PhD. “I was very much formed by the RAND Corporation,” said Sharpe....
...As all this information spread out and markets became ever more global, the excess returns on these high Sharpe assets almost all dissipated....
...If Covid doesn’t count as a regime change I don’t know what does....
...Sure, you can usually find Sharpe ratios for individual funds. But hands up who aggregates them at a portfolio level? I certainly haven’t, despite it being easy to do....
...So as ministers worried about rising bills for renewable subsidies, he naturally asked his analyst colleagues: why don’t we raise the carbon price instead of giving out wasteful renewable power subsidies...
...These days, equity mutual funds are only a fraction of the overall stock market, so they can outperform as a group without violating Bill Sharpe’s arithmetic of active management....
...“I didn’t have the patience for lessons, so I developed on my own in an unsupervised way.”...
...Ethan Wu The William Sharpe. Alex ScaggsI was . . . Yes, so the William Sharpe....
...Bill Sharpe wrote a brilliant paper 30 years ago called “The Arithmetic of Active Management”. It simply said: if you’re an index fund, you own the market....
...The VC index did well for the three years to 2021 but has since underperformed nearly everything and its Sharpe ratio is a third lower than the Nasdaq (and Apple)....
...The meeting between Metro’s chair Robert Sharpe and officials from the Bank of England’s Prudential Regulation Authority and Financial Conduct Authority was the latest in a series of contacts between regulators...
...We still don’t know if UBS’s takeover of Credit Suisse will stave off a wider banking meltdown....
...Skill doesn’t actually have to enter into it....
...Institutional asset managers are conservative, and hold dear the dogmas of diversification, efficient frontiers and Sharpe ratios. Once a new asset class is on the menu, institutions will order it....
...One is forced to conclude that strategic asset allocation now matters in a way it hasn’t for a long time....
...But, remarkably, at the time of writing we still don’t know where next year’s COP will be held....
...The White Lotus star Will Sharpe made an impression at the SAG awards in a dark Ferragamo suit with contrast red V-neck crossover shirt underneath, while Forde orchestrated Paapa Essiedu’s Baftas look via...
...“It can’t just be left to the market,” says pensions expert John Ralfe. “It needs to come from the government.”...
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