Home INVESTING Research links: revealed preferences INVESTING Research links: revealed preferences By admin - June 2, 2020 21 0 Facebook Twitter Pinterest Linkedin Email Tail risks What the Taleb-Asness fight teaches us about tail-risk hedging. (bnnbloomberg.ca) Investors don’t need to put all their (diversification) eggs in the tail risk basket. (mailchi.mp) Behavioral stuff A look at how media has reflected stock market sentiment historically. (investoramnesia.com) On the interaction between emotions and risk tolerance. (advisorperspectives.com) Quant stuff Which is a more appropriate strategy benchmark: cap or equal-weighted? (cxoadvisory.com) Can machine learning techniques be used to build a better defensive equity strategy? (blog.thinknewfound.com) Some open data resources to track the economy and industries. (permanentequity.com) Momentum Is equity market momentum losing its punch? The factor has been in decline for years. (marketwatch.com) When it comes to momentum signals, more periods of outperformance, the better. (klementoninvesting.substack.com) Research Maybe ‘semibetas’ are priced, not betas. (privpapers.ssrn.com) If you want the benefit of CTA convexity it has to following a trend following strategy. (mrzepczynski.blogspot.com) A ‘fallen angel’ bond portfolio outperformed other high yield bonds for awhile, but stopped f few years ago. (morningstar.com) Larry Swedroe on ‘the golden ratio’ says about gold prices. (seekingalpha.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.