CalPERS' board is expected to decide in September whether to remove alternative investments from its tracking-error calculation used to control risk. Deciding to do ...
The old adage that everything you read on the Internet must be true took a major hit today, as a flawed tracking error study comparing ETFs that lend securitiesto ...
The UMass study found other potential flaws in the 2010 report including unconventional statistical weighting and selective data omission, but thus far Reinhart and ...
MSTU: On No. 21, MSTU declined 25.3%, 7% less than expected given MicroStrategy’s 16% drop. However, on Nov. 25, MSTU fell 11.3%, exceeding the expected 8.7% ...
Harvard University economists Carmen Reinhart and Kenneth Rogoff have acknowledged making a spreadsheet calculation mistake in a 2010 research paper, “Growth in a Time of Debt” (PDF), which has been ...