About

Topics Covered

• Finance (personal and otherwise)
• Interesting data of any kind
• Assorted miscellanea (linguistics, history, health etc.)

About the Author

For the time being, I’ll leave my name off this blog. Here are a few notes about myself:

• PhD in financial economics
• 30 years in applied finance, some management consulting, some sell side, but mostly buy side (i.e. investing)
• Among others, I headed up research at a large institutional asset management firm
• I worked, wrote, and spoke on asset allocation, expected returns, portfolio construction, machine learning in finance etc.
• I much prefer to read and write in bullet points. It just seems more efficient than full prose

Quality Control

Most of these posts are looked over by friends in the industry or academia to make sure I’m more or less on target. However, all errors are my own. If you discover mistakes or differ on any of what I’m writing, please leave a comment or write to me.