Research links: effective matching
Tadas Viskanta
Abnormal Returns
9 months ago
1 MIN READ
Quant stuff
- Using Bayesian solutions to ‘tame’ the factor zoo. (alphaarchitect.com)
- A round-up of recent research on using AI in finance. (capitalspectator.com)
- How to read an econometrics paper. (econometrics.blog)
Alternatives
- Why are estimates of alternative asset returns still so high? (mailchi.mp)
- Endowments are struggling to get capital back from their PE investments. (markovprocesses.com)
- A problem with increasingly private credit: the loss of data. (papers.ssrn.com)
- Financial flexibility makes for better startup outcomes. (papers.ssrn.com)
Macro
- Geopolitical shocks lead to increases in inflation. (mrzepczynski.blogspot.com)
- Sovereign defaults have ‘significant, broad-based, and long-lived’ economic effects. (nber.org)
Research
- What is the best performing stock of all-time? (papers.ssrn.com)
- How much the Covid vaccine was worth to the stock market. (marginalrevolution.com)
- Equal weight is not a magical solution the risks of cap-weighted indices. (blogs.cfainstitute.org)
- Systematic strategies are not a panacea. (priceactionlab.com)
- Sustained boosts in corporate profitability come from investing, not cutting costs. (klementoninvesting.substack.com)
- How do members of Congress do when they short stocks? (papers.ssrn.com)
- The relationship between happiness and income is monotonic. (happiness-science.org)
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