banknotebinoculars book bookmark chart chevron-leftchevron-rightcloseemail flask link nav newspaper podcast post rocket shield tablet twitter
  • Home
  • About
  • Invest with Tadas
  • Mentions
  • Contact

Research links: hidden risks

August 17, 2021

Research links: hidden risks

August 17, 2021

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how grit affects a portfolio manager’s decisions.

Quant stuff

  • Increased retail trading is throwing a wrench in quant models. (finance.yahoo.com)
    TweetPocketInstapaper
  • A round-up of recent research on portfolio construction. (capitalspectator.com)
    TweetPocketInstapaper

Research

  • It's impossible to ignore the growing impact of intangibles on returns. (alphaarchitect.com)
    TweetPocketInstapaper
  • What's the best way to model ETF trading costs? (etf.com)
    TweetPocketInstapaper
  • On the hidden risks of equal weighted indices. (cdn.northerntrust.com)
    TweetPocketInstapaper
  • Another study showing retail and institutional interest are very different animals. (alphaarchitect.com)
    TweetPocketInstapaper
  • Why great CIOs are so hard to find. (caia.org)
    TweetPocketInstapaper

Share This Post

  • facebook
  • twitter
  • linkedin

More Posts This Week

Monday links: protection against ignorance
Tuesday links: a different company

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

Please see the Terms & Conditions page for a full disclaimer.

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.

Mentions

E-mail sign-up

Search the site

The Archive

  • About
  • Mentions
  • Contact
  • Privacy Policy
  • Terms and Conditions

© 2023 Abnormal Returns.

Join the Newsletter