Research links: higher cost and complexity
Tadas Viskanta
Abnormal Returns
3 days ago
1 MIN READ
Quant stuff
- ‘A Century of Profitable Trends’ by Carlo Zarattini and Gary Antonacci is the winner of the 2025 Charles H. Dow Award. (cmtassociation.org)
- A round-up of recent academic research including ‘Bond-Stock Comovements.’ (alphainacademia.substack.com)
- A round-up of recent research including ‘Rethinking Measures of Sentiment: A New Approach.’ (quantseeker.com)
Research
- There are a lot of hidden costs in maintaining so-called passive strategies. (morningstar.com)
- Downside protection ETFs offer limited protection with higher cost and complexity. (kitces.com)
- Has private equity permanently changed the landscape for small cap stocks? (morningstar.com)
- Why the convenience yield on U.S. Treasuries has declined. (nber.org)
- What are the use cases for tokenized investment funds? (libertystreeteconomics.newyorkfed.org)
- A look at gold exposure as a portfolio overlay. (alphaarchitect.com)
- CEOs facing personal scandals are more likely to leave than those facing financial scandals. (theconversation.com)
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