The Secret Of Warren Buffett's Alpha

[berkshiremystery]

The Secret Of Warren Buffett's Alpha

2013-01-07 SeekingAlpha.com

 

http://seekingalpha.com/article/1097441-the-secret-of-warren-buffett-s-alpha

 

http://static.cdn-seekingalpha.com/uploads/2013/1/6/616824-13574492994691684-Sean-Bellamy-McNulty_origin.png

 

http://static.cdn-seekingalpha.com/uploads/2013/1/6/616824-13574493197995718-Sean-Bellamy-McNulty_origin.png

 

http://static.cdn-seekingalpha.com/uploads/2013/1/6/616824-13574493877146635-Sean-Bellamy-McNulty_origin.png

[ericd1]

Brkmystery - I've read and re-read the SeekingAlpha article at the top of your post.  Although many, perhaps most, of those hanging around here understand how Buffett managed to create his terrific investment returns I learned a lot about his success from the article. Thanks for posting...

 

Here's a similar article

 

http://www.economist.com/node/21563735

 

I apologize if this has been posted previously...

[netnet]

Not much new here and is not really correct, because he had better returns, both absolute and relative before he had the leverage of the insurance float, i.e. his partnership years.

[Palantir]

Not much new here and is not really correct, because he had better returns, both absolute and relative before he had the leverage of the insurance float, i.e. his partnership years.

 

Nope. He was investing very differently in his partnership days with far less capital. The implied leverage of insurance float is a huge benefit.

[John Hjorth]

While reading a topic on my brokers blog yesterday, there was in a topic mentioned something about a Danish finance professor, who has analysed the alpha of Mr. Buffet.

 

After doing some search I found this topic about it, and the link in this topics starting post to the old article on SA. Unfortunately, the link to the research paper in the SA article is dead.

 

I found the research paper on Lasse H. Petersens personal website.

 

If you click on the "Warren Buffett" link in the end of the fourth paragraph, just left to the image of the book, you'll get the research paper.

 

It's an empirical approach to analyzing the return Mr. Buffett has generated at Berskshire for a period of thirty years. If you can get your head around the talk about beta and sharpe ratios, you will perhaps find this piece as interesting as I did yesterday.

[Guest longinvestor]

While reading a topic on my brokers blog yesterday, there was in a topic mentioned something about a Danish finance professor, who has analysed the alpha of Mr. Buffet.

 

After doing some search I found this topic about it, and the link in this topics starting post to the old article on SA. Unfortunately, the link to the research paper in the SA article is dead.

 

I found the research paper on Lasse H. Petersens personal website.

 

If you click on the "Warren Buffett" link in the end of the fourth paragraph, just left to the image of the book, you'll get the research paper.

 

It's an empirical approach to analyzing the return Mr. Buffett has generated at Berskshire for a period of thirty years. If you can get your head around the talk about beta and sharpe ratios, you will perhaps find this piece as interesting as I did yesterday.

Can't resist posting, Buffett answered " I like it big" when someone asked about his Alpha. Here, we are told he was sharp e as well!

[John Hjorth]

While reading a topic on my brokers blog yesterday, there was in a topic mentioned something about a Danish finance professor, who has analysed the alpha of Mr. Buffet.

 

After doing some search I found this topic about it, and the link in this topics starting post to the old article on SA. Unfortunately, the link to the research paper in the SA article is dead.

 

I found the research paper on Lasse H. Petersens personal website.

 

If you click on the "Warren Buffett" link in the end of the fourth paragraph, just left to the image of the book, you'll get the research paper.

 

It's an empirical approach to analyzing the return Mr. Buffett has generated at Berskshire for a period of thirty years. If you can get your head around the talk about beta and sharpe ratios, you will perhaps find this piece as interesting as I did yesterday.

... Here, we are told he was sharp e as well!

 

I hereby nominate you as candidate for the CoBF poster of this week!