Research links: taking comfort
Tadas Viskanta
Abnormal Returns
3 weeks ago
2 MIN READ
Quant stuff
- How to (carefully) use ChatGPT in your research. (quantpedia.com)
- A round-up of recent white papers including ‘When the Market Outgrows the Index.’ (bpsandpieces.com)
- The winners of the Quantpedia Awards 2025 including “The Unintended Consequences of Rebalancing” by Harvey, Mazzoleni & Melone. (quantpedia.com)
Analysts
- What analysts actually pay attention to. (klementoninvesting.substack.com)
- How hedge fund Marshall Wace leverages outside recommendations into their (successful) portfolio. (wsj.com)
- Do site visits matter for analysts? (klementoninvesting.substack.com)
Bonds
- Is the Bloomberg U.S. Aggregate Bond Index broken? (tcw.com)
- Don’t kid yourself. High yield bonds are not immune from a crash. (blogs.cfainstitute.org)
Psychology
- Why Francesca Gino, a celebrated behavioral scientist at Harvard Business School, was fired. (poetsandquants.com)
- A problem with psychology studies: subjects value compensation differently. (papers.ssrn.com)
- What do people really want? (papers.ssrn.com)
Economy
- Why the defined contribution model is a risky one. (papers.ssrn.com)
- On the returns to government-funded R&D. (mattsclancy.substack.com)
Research
- Equity and fixed income investors create long-term return expectations very differently. (aqr.com)
- Value continues to work well overseas. (morningstar.com)
- Why is active share falling? (ft.com)
- Are researchers ignoring cross-asset signals? (alphaarchitect.com)
- Can you actually time a market bubble? (papers.ssrn.com)
Terms and Conditions
This content, which contains security-related opinions and/or information, is provided for informational purposes only and should not be relied upon in any manner as professional advice, or an endorsement of any practices, products or services. There can be no guarantees or assurances that the views expressed here will be applicable for any particular facts or circumstances, and should not be relied upon in any manner. You should consult your own advisers as to legal, business, tax, and other related matters concerning any investment.
The commentary in this “post” (including any related blog, podcasts, videos, and social media) reflects the personal opinions, viewpoints, and analyses of the Ritholtz Wealth Management employees providing such comments, and should not be regarded the views of Ritholtz Wealth Management LLC. or its respective affiliates or as a description of advisory services provided by Ritholtz Wealth Management or performance returns of any Ritholtz Wealth Management Investments client.
References to any securities or digital assets, or performance data, are for illustrative purposes only and do not constitute an investment recommendation or offer to provide investment advisory services. Charts and graphs provided within are for informational purposes solely and should not be relied upon when making any investment decision. Past performance is not indicative of future results. The content speaks only as of the date indicated. Any projections, estimates, forecasts, targets, prospects, and/or opinions expressed in these materials are subject to change without notice and may differ or be contrary to opinions expressed by others.
Please see disclosures here.
