Research links: emotional decoupling
Tadas Viskanta
Abnormal Returns
1 day ago
2 MIN READ
Quant stuff
- A round-up of recent academic research papers including ‘Momentum Factor or Factor Momentum in REIT Market?’ (alphainacademia.substack.com)
- Asset managers need to decide what AI is good for, and what it is not. (blogs.cfainstitute.org)
- What trading floors tell us about the evolution of markets. (rupakghose.substack.com)
- How the big credit ratings agencies compare. (on.ft.com)
Research
- Robin J. Brooks, “The basis trade is just a carry trade, except that it involves Treasuries and Treasury futures. Its worst enemy is volatility and unpredictability…” (robinjbrooks.substack.com)
- A class of Japanese companies are cheap – how to capture a re-rating. (mailchi.mp)
- Capital allocation may be company management’s biggest responsibility. (morganstanley.com)
- Position sizing matters more than you think. (excessreturnspod.substack.com)
- There’s no debate when it comes to the tax efficiency of ETFs vs. mutual funds. (alphaarchitect.com)
- Why measuring the returns for private equity and credit funds is a challenge. (institutionalinvestor.com)
- How to take advantage of systematic investor biases. (papers.ssrn.com)
- Putting the move in gold into some perspective. (aswathdamodaran.blogspot.com)
- Liquidity as an investment factor. (rockandturner.substack.com)
Economics
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