Research links: top quartile funds
Tadas Viskanta
Abnormal Returns
11 months ago
1 MIN READ
Momentum
- Momentum matters, but its complicated. (alphaarchitect.com)
- Institutional investors drive same-weekday momentum. (papers.ssrn.com)
Institutional
- Private equity is ripe for disruption. (papers.ssrn.com)
- Institutional benchmark manipulation is real. (caia.org)
Households
- Don’t dismiss household subjective expectation surveys. (papers.ssrn.com)
- Individuals don’t understand the effect of inflation on the real value of their debt. (papers.ssrn.com)
Research
- Factors are not immutable. (mrzepczynski.blogspot.com)
- Is the price of gold still tethered to inflation? (papers.ssrn.com)
- How to rebalance a portfolio with turnover constraints. (blogs.cfainstitute.org)
- Are analysts long-term growth forecasts informative for loss-making firms? (papers.ssrn.com)
- Companies that share an external investor relations team, share outside investors. (papers.ssrn.com)
- It’s hard to underestimate the impact of the SBBI yearbook. (ritholtz.com)
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