Posts by Wesley R. Gray, Ph.D.




Long-Term Market Return Projections

November 21, 2011

Last updated on January 23rd, 2017 at 12:57 pmJohn Hussman has an interesting piece on predicting long-term market returns: http://hussmanfunds.com/wmc/wmc050222.htm

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Risk-Managed Momentum

November 11, 2011

Last updated on January 23rd, 2017 at 11:59 amLast week we discussed the possibility that “momentum is finished.” Astute readers

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Momentum Finished?

November 2, 2011

Last updated on January 23rd, 2017 at 11:53 amCXO Advisory highlights an interesting paper with the tagline: “Momentum Not Working?”

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Shorting the Magic Formula

October 19, 2011

Last updated on January 23rd, 2017 at 11:39 amI just got back from the Value Investing Congress–http://www.valueinvestingcongress.com/. The event was

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Real-Time Market Efficiency

October 14, 2011

Last updated on January 23rd, 2017 at 11:30 amMarket Efficiency in Real-Time Jeffrey Busse and Clifton Green A recent version

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Market Chaos Review

August 8, 2011

Last updated on January 20th, 2017 at 02:02 pmMeb has some great analytics and perspective on the recent turmoil in

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A Better Buyback Strategy

August 2, 2011

Last updated on January 13th, 2017 at 12:48 pmRepurchases, Reputation, and Returns Alice Bonaime A recent version of the paper

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