Research links: betting on lottery tickets
Tadas Viskanta
Abnormal Returns
2 weeks ago
1 MIN READ
Forecasting
- Why quants should forecast trading volume. (papers.ssrn.com)
- Can ChatGPT forecast a company’s capital spending? (papers.ssrn.com)
Low vol
- Is it possible to improve on low vol returns? (alphaarchitect.com)
- What happens if you leverage up a low volatility portfolio? (papers.ssrn.com)
Market structure
- Assessing the impact of passive investing on markets. (apolloacademy.com)
- The growth in digital assets increases the risk of financial instability. (newyorkfed.org)
Research
- The ‘factor zoo’ is not all that wild. (alphaarchitect.com)
- What people betting on lottery tickets don’t understand. (blogs.cfainstitute.org)
- Comparing the Sharpe and Sortino ratios. (priceactionlab.com)
- Open-end mutual funds have not done all that well investing in private companies. (assets.contentstack.io)
- Activist hedge funds are more likely to take on companies headquartered nearby. (papers.ssrn.com)
- Loss aversion helps explain the annuity puzzle. (papers.ssrn.com)
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