|
Quarterly Market Performance Report – Q4 2011 |
|
Quarterly Market Performance Report – Q4 2011
December 31, 2011
By: Morton N. Lane, President; Roger G. Beckwith, Vice President
To read the full version of this article with graphs:
 Download the PDF Here
|
|
December 31, 2011
By: Morton N. Lane, President
This paper presents the methodology that we use in calculating the Lane Financial Insurance Return Index and the additional indices and calculations included in our regular quarterly updates. Section I provides a description of the Return Indices Calculated, Section II describes Return Indices Calculations and Section III describes Price Index Calculations and Composition.
To read the full version of this article with graphs:
Download the PDF Here
|
|
October 14, 2011
By: Morton N. Lane, President
Investigating the Securities Sea in recent years has led many to look for alternative investments. They have gone exploring in the Alternative Ocean, so to speak. They are looking for opportunities which provide acceptable returns that are uncorrelated with the movements in their main investment markets – common equity and corporate bonds. Real alternative investments are hard to find. They are not in abundant supply. The largest groups of alternatives are notinvestments themselves but methods of trading – via hedge funds, special algorithms, insights and high frequency procedures. Ideally these work whether or not the underlying market is moving up or down.
To read the full version of this article with graphs:
Download the PDF Here
|
|
Tail Tales, or Shifts in Market Price and Risk in a Volatile Year |
|
October 14, 2011
By: Morton N. Lane, President
2011 has not been the worst loss year ever. Nor has it been the year with the biggest single loss. But it might be the one with the greatest variety of losses. Consider, between February and the end of the third quarter there have been losses from New Zealand earthquakes (two), a massive Japan earthquake and tsunami, a huge number of tornadic losses in Joplin, Tuscaloosa and throughout the Midwest, an earthquake in Virginia and a northeast hurricane (Irene). Through it all the ILS market shifted and adjusted in price. This short note is record of those shifts. However, the intent is more than just recording price shifts; we also hope to see how risk appetites also shift and change – or, conversely, how stable the risk appetite is.
To read the full version of this article with graphs:
Download the PDF Here
|
|
Quarterly Market Performance Report – Q3 2011 |
|
Quarterly Market Performance Report – Q3 2011
September 30, 2011
By: Morton N. Lane, President; Roger G. Beckwith, Vice President
To read the full version of this article with graphs:
Download the PDF Here
|
|
Quarterly Market Performance Report – Q2 2011 |
|
Quarterly Market Performance Report – Q2 2011
June 30, 2011
By: Morton N. Lane, President; Roger G. Beckwith, Vice President
To read the full version of this article with graphs:
Download the PDF Here
|
|
Prague Spring or Louisiana Morning? |
|
Annual Review for the Four Quarters, Q2 2010 to Q1 2011
March 31, 2011
By: Morton N. Lane, President; Roger G. Beckwith, Vice President
To read the full version of this article with graphs:
Download the PDF Here
|
|
