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Research links: an imperfect hedge
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Quant stuff
- The case for upping the complexity of your models. (alphaarchitect.com)
- Some recent academic research including 'Bond Factor Momentum and Its Predictability for Stock Returns.' (alphainacademia.substack.com)
- A review of "Reminiscences of a Bond Operator: A Guide to Investing in Corporate Debt" by Mark A. Rieder. (blogs.cfainstitute.org)
Research
- Why profitability matters. (papers.ssrn.com)
- Why bother with factors? (alphaarchitect.com)
- Why do people buy buffered funds? (aqr.com)
- How inflation affects the stock-bond correlation. (morningstar.com)
- Traditional investors believe in ESG, whether they want to admit it. (klementoninvesting.substack.com)
- On the persistence of private equity performance. (morningstar.com)
- Are Americans becoming less healthy? (papers.ssrn.com)
