by Jason Apollo Voss | 14 03 2013 | Best of the Blog, Blog
Earlier this year I wrote a post explaining the forgotten quantitative technique of rescaled range analysis, which was invented by hydrologist Harold Edwin Hurst and can be used to assess the nature and magnitude of variability in financial data over time. In a...
by Jason Apollo Voss | 07 03 2013 | Best of the Blog, Blog
The deal to take U.S. computer maker Dell Inc. (DELL) private provides an answer to a question that initially occurred to me many years ago while working as a portfolio manager during the dot.com era. My idea was to check the stock market’s discounting abilities with...
by Jason Apollo Voss | 05 03 2013 | Blog
In a previous post, I distilled some of the valuable information about investment manager stress-coping mechanisms detailed in the Research Foundation of CFA Institute’s recent monograph, Fund Management: An Emotional Finance Perspective, authored by David Tuckett and...
by Jason Apollo Voss | 28 02 2013 | Blog
In a post on CFA Institute’s “Inside Investing” blog, Robert Hagstrom asks of people, “What is the difference between investing and speculation?” Well, lo and behold, I addressed this very issue in my book, The Intuitive Investor: A...
by Jason Apollo Voss | 18 02 2013 | Blog
Editor’s note: Thanks to the diligence of Armin Grueneich this post has been amended to reflect an additional step in the calculation of the rescaled range which has affected the prior reported results. In a previous post, I used the S&P 500 as an example to...
