Blogspot - behaviouralinvesting.blogspot.com - Behavioural Investing
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Bond bubble- a sterile debate on semantics 1 Sep 2010 | 12:06 am
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 along the lines that bonds are witnessing inflows at the same...
Latest paper - A man from a different time 25 Aug 2010 | 07:13 pm
My latest paper - A man from a different time - on dividends and dividend swaps is avialable from www.gmo.com
Reports of the death of mean reversion are premature 20 Aug 2010 | 07:54 pm
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 it was too technical (after sitting on it for more than a we...
Guess who? 19 Aug 2010 | 09:53 pm
Which 'superficial' blogger (see http://behaviouralinvesting.blogspot.com/2010/07/barbie-does-economics.html) dared to utter these wonderfully insight words? "The completeness of the [orthodox] victo...
Banks and Basel 3: Asking kids to mark their own homework 29 Jul 2010 | 12:39 am
One of my colleagues sent around a bloomberg article which stated that Westpac (the Aussie bank) had opined that the Basel 3 rules were flawed and risked constraining lenders! Wasn't it unconstraining...
Is Austerity the Road to Ruin 27 Jul 2010 | 07:58 pm
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-Montier-26Jul Very interesting response to this paper, I have r...
On the price of insurance and the bull market in tail risk 22 Jul 2010 | 07:07 pm
From the people who bought you such wonderful ideas as CDOs, now comes the bull market in tail risk products. Deutsche are launching a long equity volatilty index, Citi has come up with a crisis index...
Barbie does economics 8 Jul 2010 | 07:02 am
Barbie does economics! The sheer hubris of many in the economics profession never ceases to amaze me. Take for instance a recent paper by Kartik Athreya of the Federal Reserve Bank of Richmond[1] ent...
I'm BAAAACK 8 Jul 2010 | 06:59 am
Can't believe that it has been over two years since my last blog post! The good news (if you like my writing) is that I'll be posting the odd comment on this blog once again. As ever, I'll only post w...
An update 13 Jan 2008 | 01:24 am
Many thanks for visiting my blog. I have now returned to work full time with Soc Gen. I'm afraid I will not have the time to update this blog. My thoughts on behavioural finance and value investing wi...
