Research links: multi-period compounding
1 week ago
1 MIN READ
History
- You can’t tell the story of indexing without the late John “Mac” McQuown. (on.ft.com)
- Mutual funds have been around for a 100 years now. (fhmagazine.org)
- Joachim Klement, “In economics, finance, politics, and most social sciences we create models with an error term and then conveniently ignore the error term as ‘noise.’ (klementoninvesting.substack.com)
Global
- Increased globalization helps explain rising correlations. (morningstar.com)
- Why should factor momentum cross borders? (klementoninvesting.substack.com)
Research
- Greg Obenshain, “Industry is not destiny.” (mailchi.mp)
- How partisanship affects stock returns. (sparklinecapital.com)
- A feature of markets is the extrapolation of growth rates into the future. (morningstar.com)
- How time-varying drivers make forecasting the stock market a challenge. (mrzepczynski.blogspot.com)
- Using AI to improve upon values-based portfolio allocations. (papers.ssrn.com)
- Anomaly returns occur quickly after data releases. (alphaarchitect.com)
- More data is better when it comes to private credit. (papers.ssrn.com)
- How conscientiousness affects positive financial behaviors like savings. (papers.ssrn.com)
Terms and Conditions
This content, which contains security-related opinions and/or information, is provided for informational purposes only and should not be relied upon in any manner as professional advice, or an endorsement of any practices, products or services. There can be no guarantees or assurances that the views expressed here will be applicable for any particular facts or circumstances, and should not be relied upon in any manner. You should consult your own advisers as to legal, business, tax, and other related matters concerning any investment.
The commentary in this “post” (including any related blog, podcasts, videos, and social media) reflects the personal opinions, viewpoints, and analyses of the Ritholtz Wealth Management employees providing such comments, and should not be regarded the views of Ritholtz Wealth Management LLC. or its respective affiliates or as a description of advisory services provided by Ritholtz Wealth Management or performance returns of any Ritholtz Wealth Management Investments client.
References to any securities or digital assets, or performance data, are for illustrative purposes only and do not constitute an investment recommendation or offer to provide investment advisory services. Charts and graphs provided within are for informational purposes solely and should not be relied upon when making any investment decision. Past performance is not indicative of future results. The content speaks only as of the date indicated. Any projections, estimates, forecasts, targets, prospects, and/or opinions expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others.
Please see disclosures here.