Home INVESTING Research links: generating random trades INVESTING Research links: generating random trades By admin - June 9, 2020 19 0 Facebook Twitter Pinterest Linkedin Email Value Is systematic value investing dead? Some evidence against that proposition. (alphaarchitect.com) Do interest rates explain value’s underperformance. Not really… (alphaarchitect.com) Behavior Many 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 stuff Some 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) Research Historically 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) Source link RELATED ARTICLESMORE FROM AUTHOR 5 Thoughts on a World with No Yield Tuesday links: vested interests Research links: what matters most LEAVE A REPLY Cancel reply Please enter your comment! Please enter your name here You have entered an incorrect email address! Please enter your email address here Save my name, email, and website in this browser for the next time I comment.