Research links: generating random trades

ValueIs systematic value investing dead? Some evidence against that proposition. ( interest rates explain value’s underperformance. Not really… ( investors fundamentally misunderstand the nature of stock dividends. ( reckless CEOs made or born? Mostly born. ( partisanship affect how investors thought about the fall in stocks? Some data from StockTwits. ( stuffSome lessons from the math behind 50 delta options. ( learning algorithms did not have pandemic market data to train on, until now. ( dynamic portfolios have outperformed static mixes. The challenge is implementation. ( it comes to long term fixed income returns, inflation rules all. ( investing may not be dead, but maybe it’s not worth the bother? ( ESG doesn’t generate alpha what does? Combining it with employee satisfaction scores. ( shows that after fees, private equity returns pretty much match public equities. (

Keep reading this article on Abnormal Returns Blog.

Leave a Reply