Research links: being early
Tadas Viskanta
Abnormal Returns
2 weeks ago
1 MIN READ
Indexing
- What does an index of CTA returns actually measure? (mrzepczynski.blogspot.com)
- Why would anyone want to invest in an index of hedge fund returns? (ft.com)
Diversification
- Bob Elliott, “While selection alpha is uncertain, the benefits of diversification and lower fees are far more certain.” (caia.org)
- It’s easier to forecast correlations and volatility than returns. (mailchi.mp)
Retail
- Who underdiversifies the most? (acadian-asset.com)
- What people focus on when looking at price charts. (klementoninvesting.substack.com)
- People trade crypto and traditional assets differently. (alphaarchitect.com)
Research
- Do past market returns matter? Yes and no. (morningstar.com)
- How analysts really price stocks, hint its not with a DDM. (papers.ssrn.com)
- How time horizon should affect factor loadings. (blogs.cfainstitute.org)
- Better data makes for lesser accounting-based anomalies. (papers.ssrn.com)
- Why Morningstar’s ‘Mind the Gap’ studies may overstate the behavior gap. (papers.ssrn.com)
- How new models could best existing consumer credit scores. (papers.ssrn.com)
- How hard (or easy) is it to identify misinformation on social media? (papers.ssrn.com)
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