Research links: expected value
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
Recent volatility
- Last week was a good reminder than stock market returns are not normally distributed. (mrzepczynski.blogspot.com)
- It's hard to argue that the range of possible outcomes hasn't increased. (acadian-asset.com)
Alternatives
- Alternatives have been a net-negative for endowment funds. (blogs.cfainstitute.org)
- Portfolios of hedge fund managers wash out any potential benefit. (klementoninvesting.substack.com)
Behavior
- Memory retrieval matters when it comes to decision making. (papers.ssrn.com)
- A reason to be skeptical of the behavior of participants in economic studies. (papers.ssrn.com)
Research
- A look at SPX Death Crosses. (quantifiableedges.com)
- How to identify companies with NOL tax assets. (polymathinvestor.com)
- A longer term look at risk parity portfolio returns. (papers.ssrn.com)
- On the role press freedom plays in assessing country risk. (papers.ssrn.com)
- A look at some recent research papers including 'Range of Financial Analyst Opinions.' (alphainacademia.substack.com)
