Research links: the promise of comfort
Tadas Viskanta
Abnormal Returns
2 days ago
1 MIN READ
Quant stuff
- Some recent academic research including ‘Cross-Sectional Spillovers of Earnings Surprises and Asset Price Anomalies.’ (alphainacademia.substack.com)
- A round-up of recent white papers including ‘The Next Frontier in Private Credit Secondaries.’ (bpsandpieces.com)
- A round-up of recent academic research including ‘Venture Capital as Portfolios of Compound Options.’ (alphainacademia.substack.com)
Private assets
- How investors need to think about volatility laundering. (morningstar.com)
- Venture capital as a portfolio of compound options. (papers.ssrn.com)
- How the integration of insurance assets has transformed alternative asset managers. (papers.ssrn.com)
- How private equity investors get paid. (mrzepczynski.blogspot.com)
Research
- On the challenges of bond indexing. (morningstar.com)
- Buffer ETFs are all about tradeoffs. (alphaarchitect.com)
- Why IPO underpricing is overstated. (papers.ssrn.com)
- A look at some of the companies selling alternative data to hedge funds. (barrons.com)
- Why Bitcoin isn’t ‘digital gold.’ (tscsw.substack.com)
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