Research links: the emotional quant curve
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Research .....»»
Research links: one macro indicator
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Quant stuffA.....»»
Research links: a free lunch
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchWhy quant strategies are underperforming: 'too many foxes, not.....»»
Research links: filling the piggy bank
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ValueThe value factor has not done well during periods when the yield curve is fl.....»»
Research links: the OG quant
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... MomentumNews momentum is real. (alphaarchitect.com)With momentum strategies, an ensem.....»»
Research links: domain expertise
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Quant stuffFinance research can go badly astray without some domain knowled.....»»
Research links: crowdsourced bias soup
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns......»»
Research links: bond laddering
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including some thoughts on... Private equityWhat happens when you 'de-smooth' private equity r.....»»
Research links: a sin stock factor
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchWhat it takes to rescue the value premium from irrelevance. (alphaarchitect.com)Can anything be.....»»
Research links: a marketing trick
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Research roun.....»»
Research links: the average stock
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Hedge fundsT.....»»
Research links: scarce edges
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... AnalystsWhy an.....»»
Research links: thematic disappointments
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Institutional managementRichard Ennis thinks institutional investors are doing it all wrong. (papers.....»»
Research links: getting comfortable with momentum
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Hedge fundsMore evidence demonstrating that diverse teams generate hedge fund alpha. (insti.....»»
Podcast links: the new creator economy
Fridays are all about podcast links here at Abnormal Returns. You can check out last week’s links including a look at how... FinanceBarry Ritholtz talks quant investing with Gary Chropuvka, President of World Quant. (ritholtz.com)Tracy Allow.....»»
Research links: a fair worry
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Replication crisisIs there a replication crisis in finance? Yes and no. (.....»»
Research links: a few simple rules
Tuesdays are all about academic (and p.....»»
Research links: currency chaos
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out.....»»
Research links: emerging anomalies
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns.....»»