Research links: a simple algorithm
Tadas Viskanta
Abnormal Returns
2 weeks ago
1 MIN READ
Indexing
- The index effect has faded over time. (alphaarchitect.com)
- Mike Green is warning about the risks from passive investing. (institutionalinvestor.com)
- Fees matter, redux. (jeffreyptak.substack.com)
Research
- A different kind of ten-year asset class performance exercise. (aqr.com)
- Can simple formulas still distinguish better performing stocks? (alphaarchitect.com)
- Portfolio constraints can lead to unintended bets. (abwinsightprod.wpenginepowered.com)
- What happens when you look at the very long run in equity returns. (alphaarchitect.com)
- How good is the market at estimating growth rates? (mailchi.mp)
- When experience matters, and when it doesn’t. (mrzepczynski.blogspot.com)
- Some recent interesting research reports including “Can news predict firm bankruptcy?” (investmentecosystem.com)
- Meb Faber reads the second edition of his book “Shareholder Yield: A Better Approach to Dividend Investing.” (podcasts.apple.com)
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