Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at why investors hate inflation so much.
Quote of the Day
"You have to monitor the market’s volatility, the market’s, correlation, and the market’s return premium to know when the deck is in your favor and when it isn’t."
(BTM)
Managed futures
- Why trend following works during changing macroeconomic environments. (mrzepczynski.blogspot.com)
- Managed futures work best during periods of market transition. (blogs.cfainstitute.org)
Research
- What accounts for big stock price jumps? (papers.ssrn.com)
- Why 1/N diversification is hard to beat. (papers.ssrn.com)
- Diseconomies of scale in asset management are real. (alphaarchitect.com)
- The vast majority of CEOs are not trained in capital allocation. (morganstanley.com)
- Baruch College has built a quant pipeline to Wall Street. (fa-mag.com)
- Why isn't equity participation higher in the U.S.? (papers.ssrn.com)
