Research links: defining the long run
Tadas Viskanta
Abnormal Returns
1 day ago
1 MIN READ
Private equity
- Toby Nangle, “Chucking lags into the data doesn’t change the actual investment returns received by the investor. Now that would be real magic. But it does have the effect of ironing out the bumps.” (ft.com)
- There’s plenty of issues with private equity, but IRRs aren’t one of them. (roberthuebscher.substack.com)
- Private equity has made inroads into the accounting profession. (nber.org)
Momentum
- Is this a better way to measure momentum? (larryswedroe.substack.com)
- Why factor construction matters when it comes to momentum. (blogs.cfainstitute.org)
Behavior
- On the economics of gift giving. (klementoninvesting.substack.com)
- Why do people like to bid round numbers? (papers.ssrn.com)
Research
- How investors actually set returns expectations. (alphaarchitect.com)
- On the effect of mutual fund to ETF conversions on stock volatility. (federalreserve.gov)
- Has something changed with gold? (klementoninvesting.substack.com)
- Good luck trying to find a signal in government shutdowns. (quantpedia.com)
- Where to find links to Aswath Damodaran’s online course work. (ritholtz.com)
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