Harvard Corporate Governance
FEBRUARY 8, 2024
This post is based on their article forthcoming in The Accounting Review. Penney Chair in Accounting at the University of California Berkeley Haas School of Business; and George S. Skiadopoulos is a Professor at Queen Mary University of London and the University of Piraeus.
Musings on Markets
JUNE 17, 2025
The first is that they have low correlations with financial assets (stocks and bonds), allowing for diversification benefits and the second is investments in some of these alternative asset groupings have the potential to earn excess returns or alphas. Those results, though, have been challenged by others looking at a broader group of funds.
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Value Scope
JULY 21, 2020
This work can be used to reconcile and support an adjustment to the CAPM, then the WACC, via Alpha and Beta. Using Alpha, however, it could be done. Alpha is an adjustment made to the Capital Asset Pricing Model (“CAPM”) as part of the calculation of the Weighted Average Cost of Capital, or “WACC.” million to $271.5
Reynolds Holding
MAY 30, 2022
In a new article, we address the question of why CFs find it profitable to intermediate DeFi markets and whether CFs contribute to the overall efficiency of those markets. percent per month, as measured by the traditional CAPM-alpha. billion in mid-2018 to $57.5 billion in 2021. We document that CFs outperform the market by 2.69
Musings on Markets
NOVEMBER 14, 2024
In the last two decades, it is estimated that there have been more than twelve thousand articles published on corporate sustainability, and while the definition has remained resilient, it has developed offshoots and variants.
Brian DeChesare
MARCH 8, 2023
This article from PIMCO and the correlation data sum it up quite well: Included within commodity trading are the following firms and groups: Commodity trading desks at oil, gas, mining, power, and agricultural companies. The hierarchy follows the one in the hedge fund career path article. Practical experience is king with commodities.
Reynolds Holding
AUGUST 17, 2023
In a new article, I present an empirical analysis of 2022 10b-5 class action lawsuits and 10b-5 enforcement actions by the SEC and find that social media statements are increasingly the basis for fraud litigation. It is based on her recent article, “Socially Acceptable Securities Fraud,” available here. Litig., — F.Supp.3d
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