Quant stuff
- Just how much financial analysis can AI already do? (sparklinecapital.com)
- A look at three different backtesting methodologies. (papers.ssrn.com)
Index funds
- On the performance of stocks kicked out of major indices. (researchaffiliates.com)
- Why do index funds change benchmarks? (morningstar.com)
Private equity
- A look at the dispersion in private fund returns. (dimensional.com)
- Do evergreen PE funds adequately capture returns? (alphaarchitect.com)
Research
- Sector performance mean reverts. (mrzepczynski.blogspot.com)
- How Japanese companies plan to boost valuations. (mailchi.mp)
- The market cares who is CEO, just look at the stock prices. (marginalrevolution.com)
- Alpha decay is a problem for alternative data. (papers.ssrn.com)
- Why do investors approve some dividend cuts and not others? (papers.ssrn.com)
- Why shocks to systemic risk may be unavoidable. (papers.ssrn.com)
