Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how activist investor generate returns.
Bonds
- Can tactical strategies be used to shift between investment grade and high yield bonds? (blog.thinknewfound.com)
- Can news sentiment be used to forecast 10-year Treasury yields? (alphaarchitect.com)
- Some thoughts on bond convexity in a portfolio setting. (portfoliocharts.com)
Value
- Global value portfolios have structural country biases. (factorresearch.com)
- What quant value models can, and can't, do. (blog.validea.com)
- Good things happen to companies that are successfully deleveraging. (mailchi.mp)
Research
- Is it feasible, or even advisable, to try and time return factors? Apparently so... (alphaarchitect.com)
- Why machine learning isn't going to crack the stock market code any time soon. (bloomberg.com)
- How to create an alternative risk premium, the case of currency carry. (mrzepczynski.blogspot.com)
- Don't discount the power of sectors in explaining returns. (abwinsights.com)
- A look at the skewness effect in commodity futures. (alphaarchitect.com)
- Poker playing hedge fund managers tend to have higher returns. (finance.yahoo.com)
