Research links: reasonably efficient markets
Tadas Viskanta
Abnormal Returns
4 weeks ago
1 MIN READ
Quant stuff
- AI is not just another technology. (blogs.cfainstitute.org)
- Using machine learning for portfolio optimization. (blogs.cfainstitute.org)
- A review of recent research on portfolio risk management including ‘Does Systematic Tail Risk Matter?’ (capitalspectator.com)
- Poker as a tool to learn trading. (wsj.com)
Trend following
- Why trend following won’t go away any time soon. (priceactionlab.com)
- Trend following has plenty of research backing it up. (optimalmomentum.com)
- Why trend following works. (mrzepczynski.blogspot.com)
Behavior
- Institutional investors are not above being influenced by politics. (papers.ssrn.com)
- Forecasters are way overconfident over the long run. (libertystreeteconomics.newyorkfed.org)
Research
- Cliff Asness on why the stock market has become less efficient over time. (papers.ssrn.com)
- Who sells to index funds? (klementoninvesting.substack.com)
- Why high volatility alternatives make sense in a portfolio perspective: capital efficiency. (aqr.com)
- Want to diversify? You have to look away from large cap U.S. stocks. (mailchi.mp)
- Tax efficiency: bond futures or bond ETFs? It depends. (alphaarchitect.com)
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