Research links: excluded variables
Tadas Viskanta
Abnormal Returns
1 day ago
1 MIN READ
Quant stuff
- Kris Longmore, “AI is a tool for doing the technical work faster. I use it every day. But the technical work was never the hard part. The real scarcity is judgment.” (krislongmore.substack.com)
- A round-up of recent academic research including ‘Minimum Wages and Rise of the Robots.’ (alphainacademia.substack.com)
- The 2026 UBS Global Investment Yearbook is here! (abnormalreturns.com)
Research
- Betas change. (mrzepczynski.blogspot.com)
- The case for diversification. (larryswedroe.substack.com)
- Applying a Beseimbinder type model to the UK stock market. (link.springer.com)
- A long-term look at two strategies that actually are defensive. (alphaarchitect.com)
- Cameron Passmore and Benjamin Felix talk with Prof. James Choi about his paper ‘Practical Finance: An Approximate Solution to Lifecycle Portfolio Choice.’ (rationalreminder.libsyn.com)
- Analysts have only so much attention to give. (phys.org)
- How noise traders can affect the real economy, think negative oil prices. (nber.org)
- Try not to get liquidated. (papers.ssrn.com)
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