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Roy Weitz at looks back at ten years of skewering the mutual fund industry.

Ron Lieber at the Wall Street Journal looks at two firms that are putting their fees on the line with some novel money management fee structures.

We have noted for some time the proliferation of narrow, me-too ETFs. Lawrence C. Strauss in Barron’s looks at the wave of ETFs and whether they all have a chance of survival. Random Roger has a more sanguine view of the growing ETF marketplace.

In light of our post on market timing, we found this dissection of one popular market timing model by Mark Hulbert at interesting.

Mark Hulbert (again) in the New York Times has a sobering look at the poor long term performance of the investment newsletter industry.

Sandra Ward at Barron’s interviews Ned Davis, who is bearish on domestic equities, but does have some kind words for bonds.

Many observers wonder what Alan Greenspan would be doing if he were still in charge at the Fed. Greg Mankiw uses a pretty simple model to show that Alan and Ben are pretty much in tune.

Barry Ritholtz thinks investors should be mindful of the flat/inverted yield curve.

Kelly K. Spors in the Wall Street Journal looks at the rising returns on cash equivalents.

Andrew Ross Sorkin in the New York Times has a first look at an upcoming book that has a surprisingly unvarnished view of many investment banking luminaries.

Paul Kedrosky looks at the role “dumb luck” plays both in Hollywood and in Silicon Valley.

Doug Mellgren at the Associated Press reports on the (sometimes absurd) lengths globalization has taken in the America’s Cup. (via

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