Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the best way to hedge inflation.
Quote of the Day
"The investment graveyard is littered with the corpses of failed funds."
(Phil Huber)
Podcasts
- Jim O'Shaughnessy talks with Kevin Zatloukal about the basics of machine learning. (infiniteloopspodcast.com)
- Jack Lempart talks factor investing with Vitali Kalesnik, Director of Research at Research Affiliates. (systemtrader.show)
Research
- Collective investment vehicles were first and foremost a tool to manage risk. (canvas.osam.com)
- The case for small cap value today is one of mean reversion, valuation-wise. (evidenceinvestor.com)
- How sensitive are factor premia to interest rates? (robeco.com)
- ESG has not increased the cost of doing business for unsustainable firms. (advisorperspectives.com)
- Current accounting rules don't properly account for stock-based compensation schemes. (morganstanley.com)
- Does the stock market undervalue employee satisfaction? (papers.ssrn.com)
- If finding multi-bagger stocks was easy, everyone would do it. (klementoninvesting.substack.com)
- 'Fresh start' nudges do work. (papers.ssrn.com)