Analysis & Research
Feasible Momentum Strategies in the US Stock Market
BY Manuel Ammann, Marcel Moellenbeck, and Markus M. Schmid | December 16, 2010
New research tries to get around those high transaction costs.
Risk 2.0: Extreme Value Theory
BY Caroline Cakebread | December 14, 2010
Reviewing the Best of CIR in 2010.
Is the Venture Cap Model Broken?
BY Steven N. Kaplan and Josh Lerner | December 13, 2010
Kaplan and Lerner say no.
Time to Go Beta
BY Bruce Grantier | December 8, 2010
Author Martin Leibowitz talks beta and stress-beta post crisis.

