Help me pick a topic for a short article...

[Orsorum]

Originally posted by: Orsorum

Originally posted by: Orsorum
Bump.

 

[Orsorum]

Originally posted by: Orsorum

Originally posted by: Orsorum

Originally posted by: Orsorum
Bump.

 

[paulandreas]

Originally posted by: Hector13

Originally posted by: rodgerthedodger

Originally posted by: rodgerthedodger

Originally posted by: Orsorum
Maybe something to do with finance. It's an article for my school's econ dept's quarterly student newsletter, can be on anything I want, related to economics in some fashion (last quarter it was property rights of smoking, loosely of course). The article is a page to a page and a half, single spaced.

So, I'm only taking one econ class this quarter, a special topics in finance course; as part of the course we have to write a short (five page) paper, so I'm thinking about basing my article off of the research I do for that (separate writing, of course, but maybe a similar area or idea).

Suggestions? Zenmervolt, Hector, and WinstonSmith, I expect to hear from you!

Cheers!
Nate

One thing is, for that finance course we're writing the paper on some aspect of the mutual fund industry - anyone know of a good current topic (maybe after hours trading?) that would be interesting to a bunch of econ majors but not necessarily finance people?

or quantitative approaches to mean reversion arbitrage or quant approaches to range trading financial commodities.

yeah mutual funds. could you short them using synthetics and make a risk adjusted alpha?

or mutual funds, or moderately leaveraged indicie allocation investment strategy?

you can definitely short closed end funds -- wouldn't need any synthetics. Though I can't see much reason for it unless you really think badly of a mananger?

yeah the problem is closed end funds are smaller, more concentrated portfolios that use leaverage. ie they arent correlated to the index enough. what you need is a closet big-cap diversified indexer group to short and a group of passive indexers to go long on. the return should be equal to the dealing costs and management fee for the active managers, on average, over a long period. i imagine you could make an easy 10% a year with a few multiples of leaverage.

 

[Orsorum]

Originally posted by: paulandreas

Originally posted by: Hector13

Originally posted by: rodgerthedodger

Originally posted by: rodgerthedodger

Originally posted by: Orsorum
Maybe something to do with finance. It's an article for my school's econ dept's quarterly student newsletter, can be on anything I want, related to economics in some fashion (last quarter it was property rights of smoking, loosely of course). The article is a page to a page and a half, single spaced.

So, I'm only taking one econ class this quarter, a special topics in finance course; as part of the course we have to write a short (five page) paper, so I'm thinking about basing my article off of the research I do for that (separate writing, of course, but maybe a similar area or idea).

Suggestions? Zenmervolt, Hector, and WinstonSmith, I expect to hear from you!

Cheers!
Nate

One thing is, for that finance course we're writing the paper on some aspect of the mutual fund industry - anyone know of a good current topic (maybe after hours trading?) that would be interesting to a bunch of econ majors but not necessarily finance people?

or quantitative approaches to mean reversion arbitrage or quant approaches to range trading financial commodities.

yeah mutual funds. could you short them using synthetics and make a risk adjusted alpha?

or mutual funds, or moderately leaveraged indicie allocation investment strategy?

you can definitely short closed end funds -- wouldn't need any synthetics. Though I can't see much reason for it unless you really think badly of a mananger?

yeah the problem is closed end funds are smaller, more concentrated portfolios that use leaverage. ie they arent correlated to the index enough. what you need is a closet big-cap diversified indexer group to short and a group of passive indexers to go long on. the return should be equal to the dealing costs and management fee for the active managers, on average, over a long period. i imagine you could make an easy 10% a year with a few multiples of leaverage.

Interesting...

 

[Orsorum]

Originally posted by: Orsorum

Originally posted by: Orsorum

Originally posted by: Orsorum
Bump.