Research links: generating random trades

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

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