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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.....»»

Category: blogSource: abnormalreturnsApr 9th, 2019

Research links: the wayback file

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Low volLow vol strategies are not hi.....»»

Category: blogSource: abnormalreturnsMar 12th, 2019

Research links: diversified diversifiers

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... AltsTraditional equity market neutral strategies may be played out. (priceact.....»»

Category: blogSource: abnormalreturnsAug 21st, 2018

Research links: better behavior

Tue.....»»

Category: blogSource: abnormalreturnsApr 16th, 2024

Thursday links: quality strategies in disguise

MarketsThese 15 stocks destroyed the most va.....»»

Category: blogSource: abnormalreturnsApr 11th, 2024

Research links: crowdsourced bias soup

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns......»»

Category: blogSource: abnormalreturnsApr 10th, 2024

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.....»»

Category: blogSource: abnormalreturnsApr 10th, 2024

Research links: market illusions

Tuesdays.....»»

Category: blogSource: abnormalreturnsMay 25th, 2021

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.....»»

Category: blogSource: abnormalreturnsMay 18th, 2021

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.....»»

Category: blogSource: abnormalreturnsMay 11th, 2021

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.....»»

Category: blogSource: abnormalreturnsMay 4th, 2021

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.....»»

Category: blogSource: abnormalreturnsApr 27th, 2021

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.....»»

Category: smallbizSource: nytApr 20th, 2021

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.....»»

Category: blogSource: abnormalreturnsApr 13th, 2021

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.....»»

Category: blogSource: abnormalreturnsApr 6th, 2021

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. (.....»»

Category: blogSource: abnormalreturnsMar 30th, 2021

Research links: a few simple rules

Tuesdays are all about academic (and p.....»»

Category: blogSource: abnormalreturnsMar 23rd, 2021

Tuesday links: an extraordinary rally

StrategyWhat you need to know about minimum volatility strategies. (theirrelevantinvestor.com)The stock market cares more about inflation than interest rates. .....»»

Category: blogSource: abnormalreturnsMar 23rd, 2021

Research links: currency chaos

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out.....»»

Category: personnelSource: nytMar 16th, 2021

Research links: emerging anomalies

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns.....»»

Category: blogSource: abnormalreturnsMar 9th, 2021