Index

Adjustable-rate mortgages (ARMs)

Allocation bias

Allocation decisions, future

AMEX Internet Index

Arbitrage

Arbitrary investment rules

ARM subprime mortgages

Asness, Clifford

Automatic selling

Automatic trading

Average maximum retracement (AMR)

Average pair correlation

Average return

Back-adjusted return measures

gain-to-pain ratio (GPR)
MAR and Calmar ratios
return retracement ratio (RRR)
risk-adjusted return performance measures
Sharpe ratio
Sortino ratio
strategy comparison
symmetric downside-risk (SDR) Sharpe ratio
tail ratio

Backfilling bias

Backwardation

Bankrupt stocks

Bear market of 2008

Bear market returns

Bear markets

vulnerability

Behavioral biases

Bernanke, Ben

Best strategy

risk for
standard deviation

Beta

and correlation
quantitative measures

Black Monday (October 19, 1987)

Black Tuesday (October 29, 1920)

Bottoms-up allocation

Brady commission

Bubbles

and crashes
emotion-driven
housing (mid-2000s)
Internet
market
price
tech
timing and level

Bubbles and crashes

Bull market

Bull market of 2009

Burn rate

Calls

Calmar ratio

and MAR ratio

Capital gains

Capital losses

Capital structure arbitrage

Carve-out portfolio

Catastrophe insurance

Cause-and-effect relationship

Church, George J.

Clarity Portfolio Viewer

Closet benchmarker

Closet index fund

CNBC

Coincident negative return (CNR) matrix

Collateralized debt obligations (CDOs)

vs. commercial paper

Commercial paper, vs. collateralized debt obligations (CDOs)

Commodity Futures Trading Commission (CFTC)

Commodity prices ...

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