Posts by Wesley R. Gray, Ph.D.



Finally…Fama wins!

October 19, 2013

My old dissertation adviser at the University of Chicago — Eugene Fama — finally won the Nobel Prize! About dang

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I Love Quant

October 13, 2013

As if we didn’t already know… Here I am at around 11,500 feet attempting to summit Mt. Shasta. Represssssssent! Note:

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Flexible Asset Allocation Assessment

October 7, 2013

We mentioned an interesting piece by Keller and Putten (https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2193735) . Here was our original take: http://blog.alphaarchitect.com/2013/01/03/flexible-asset-allocation/ The strategy seemed worth

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