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Index Funds: The 12-Step Program for Active Investors (Hardcover)

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ISBN: 0-9768023-0-9




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Harry M. Markowitz explains Portfolio Theory: what it is and how it's used from a top-down model from the asset classes to the investments. He covers Standard Deviation, Variance, Correlation, and Covariance. Markowitz also explains what happened in 2008 with Modern Portfolio Theory. (39 Min.)

Harry M. Markowitz - Portfolio Theory and 2008

Mark covers historic recovery patterns and probability of future returns, the risks and returns that come with big government, the role of commodities in your investments, the pros and cons of inflation-hedging securities, and an investment strategy that has been highly successful historically. (92 Min.)

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Harry Markowitz gives an IFA Exclusive Presentation on Portfolio Theory Vs. Financial Engineering, and Their Roles in Financial Crises. Markowitz explains the difference between Portfolio Theory and Financial Engineering. Markowitz also covers Black Monday (October 19, 1987), Long Term Capital Management, and Now. (47 Min.)

Harry Markowitz - Portfolio Theory Vs. Financial Engineering, and Their Roles in Financial Crises

The first step on the index funds journey is to recognize active investor behavior. If all investors were lined up in a row, could the active investors be identified? Active investors actively engage in stock picking, time picking (market timing), manager picking, and style picking.

Step 1: Active Investors - Podcast Interview with Mark Hebner

Mark Hebner explains the Nobel Laureates. Mark suggests a higher power of non-biased information from academics who carefully analyze data and have that data peer reviewed before it is published. Mark identifies the five basic concepts of the Modern Portfolio Theory.

Step 2: Nobel Laureates - Podcast Interview with Mark Hebner

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Fidelity Magellan's Alpha over Many Managers

Mark Hebner
Tuesday, November 15, 2011

Here is the famous Fidelity Magellan fund. Peter Lynch managed the Fidelity Magellan Fund from 1977 to 1990, during which time the fund's assets grew from $20 million to $14 billion, just in time to experience more losing years than winning years. More importantly, Lynch reportedly beat the Morningstar specified benchmark for 14 years. However, as you can see, starting in 1991, 13 of 20 years resulted in a negative alpha and only 4 years of those years had respectable alphas. The $14 Billion of investor's assets did not fair well. Even with this incredible record, 20.7 years of track record is required to be 95% confident of skill. Did you get 21 years of data from your active manager? 

If Peter Lynch knew how to beat the market, why couldn't he teach his successors? Or, was it just luck. Why is it that only Peter Lynch and Bill Miller acheived such results if mispriced stocks are so easy to identify and exploit? How many other managers attempted the same feat? It is far more likely that markets are very efficient and extremely hard to beat with statistical significance.

Fidelity Magellan's Alpha over Many Manager

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