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Research links: measuring drawdown risk

November 12, 2019

Research links: measuring drawdown risk

November 12, 2019

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how ESG investing can create unintended factor bets.

Active management

  • Active equity managers hold their positions TOO long. (institutionalinvestor.com)
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  • What sort of alternative data are hedge funds using? (mrzepczynski.blogspot.com)
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Research

  • ESG portfolios need to built as thoughtfully as any other. (alphaarchitect.com)
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  • REITs are no great diversifier. (factorresearch.com)
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  • There's more than one way to measure drawdown risk. (capitalspectator.com)
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  • A look at some of the many ways you can define value stocks. (wisdomtree.com)
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  • Are early-stage investors biased against female founders? (alphaarchitect.com)
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  • "Early life exposure to local financial institutions increases household financial inclusion and leads to long-term improvements in consumer credit outcomes." (sciencedirect.com)
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More Posts This Week

Monday links: continuous innovation
Tuesday links: investor validation

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

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Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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