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Asset owners suffer from a lack of information on their holdings in an asset class where they have a lot on the line. Can the principles of “organic finance” provide the framework they need?

It is the twentieth anniversary of one of the greatest falls from grace in corporate history. A brief review of the story, the role of the investment industry, and some unexpected aftereffects.

It might be “the weirdest time in history for finance,” but the Fortnightly is hewing to its regular schedule of providing interesting reads from around the ecosystem.

This posting outlines key areas for debate regarding the predominant investment issue of the day. In many organizations, these considerations and the uncertainties surrounding them have not been adequately addressed.

So much to read, so little time. A few thoughts on the importance of diving into longer works, plus some lists of good books.

A new idea is introduced, based upon backtested research. Live portfolios are created and tracked. We’ve seen it all before; what kinds of broader considerations stem from this particular case?

They call the paper the “Old Gray Lady,” and its obituary could have been written sometime ago. But it has managed to survive and to remake itself.

An ETF serves as a good example to explore expected returns, benchmarks, reporting requirements, and the special attraction of “yield.”

Funds versus central banks? Due diligence? All-star analysts? Venus and Mars? All of that, plus pension systems, crypto prime brokerage, RIA rollups, and a paper trail to follow.

This leading asset management organization demonstrates the power of the business model — and the challenges inherent in pursuing future avenues of growth.

Manager selection practices must be designed to navigate one big problem that never goes away. Here are a couple of examples of how it manifests itself.

Segmentation, aggregation, migration, popularity, order, and disorder are constantly at work, altering opportunities and risks in the prices of assets and the fortunes of market players.

Eye-popping compensation accrued to a manager as a result of a period of good (if not eye-popping) performance, once again illuminating a structural oddity in the market for investment management.

The chief investment officer of the hedge fund firm Marshall Wace provides his “perspectives on fund management,” which serve as a template for the examination of investment beliefs and implementation practices.

This first edition of the Fortnightly fits the mold of others to come. There will always be links to good readings from around the ecosystem — to highlight things you may have missed and to foster ideas that illuminate possibilities in your work.