Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at what impacts the real price of gold.
Quote of the Day
"One of the ongoing problems with research as well as consumption is determining when is spending or analysis good enough."
(Mark Rzepczynski)
Modeling
- How much can machine learning techniques help in model making? (aqr.com)
- Fancier models don't necessarily estimate the ERP better. (alphaarchitect.com)
- The case for ensemble models. (mrzepczynski.blogspot.com)
- Can AI replace stock analysts? (papers.ssrn.com)
Research
- Crashes are the bane of momentum investors. (mrzepczynski.blogspot.com)
- Why time horizon matters when it comes to investing in TIPS. (elmwealth.com)
- Are hedge fund index benchmarks missing some of the best performing funds? (institutionalinvestor.com)
- A look at value and quality in small caps. (mailchi.mp)
- The risk and return profile of BDCs. (morningstar.com)
