Research links: as good as gold
Tadas Viskanta
Abnormal Returns
3 weeks ago
2 MIN READ
Quant stuff
- AI models in finance have an accuracy problem, per Morningstar’s ($MORN) CEO. (bloomberg.com)
- Some recent academic research including “Compounding Effects in Leveraged ETFs: Beyond the Volatility Drag Paradigm.” (alphainacademia.substack.com)
- Hire more quants! (klementoninvesting.substack.com)
Economics
- Remote work tends to increase career length. (crr.bc.edu)
- How AI adoption affects firm growth. (larryswedroe.substack.com)
ERP
- Antti Ilmanen, “Academics and practitioners may mean different things when they talk about expected returns.” (aqr.com)
- The case for building up equity premium from the bottom up. (alphaarchitect.com)
- How to invest in a low equity risk premium world. (blogs.cfainstitute.org)
Fund management
- The chances of succeeding with a thematic ETF are small. (roberthuebscher.substack.com)
- These fund returns seems too good to be true. (jeffreyptak.substack.com)
- You can now download “A Comprehensive Guide to ETFs (2nd Edition)” by Hill, Kashner and Nadig. (nadig.com)
Gold
- The real price of gold is high. Historically that has not been great for future returns. (researchaffiliates.com)
- There are a lot of assets that depend on your ability to sell them later at a higher price. (acadian-asset.com)
Research
- On the performance of global companies amidst a trade war. (sparklinecapital.com)
- How regulatory arbitrage can become an economic moat. (polymathinvestor.com)
- A new approach to regime detection and factor timing. (alphaarchitect.com)
- Where are you on the gambling-investing spectrum? (epsilontheory.com)
- The case for diversified portfolios. (mailchi.mp)
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