Vendor Management And Cybersecurity Compliance For RIAs

The Maginot Line, built by the French after World War One, is a perfect metaphor for most cybersecurity programs, particularly those of financial advisors. Get The Timeless Reading eBook in PDF Get the entire 10-part series on Timeless Reading in PDF. Save it to your desktop, read it on your tablet,...

Investment Performance Of Female CEOs

Performance of Female CEOs Srinidhi Kanuri, James Malm Journal of Investing, Spring 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. Get The Timeless Reading eBook in PDF Get the entire 10-part series on Timeless Reading in...

Which Investment Factors Drive Corporate Bond Returns

Which Investment Factors Drive Corporate Bond Returns Turan G. Bali, Avanidhar Subrahmanyam, & Quan Wen A version of this paper can be found here. Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. Get The Timeless Reading eBook in PDF Get the entire 10-part series on Timeless...

Artificial Intelligence And Value Investing

Artificial Intelligence and Value Investing Korok Ray Journal of Investing, Spring 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. Get The Timeless Reading eBook in PDF Get the entire 10-part series on Timeless Reading in PDF....

Deconstructing The Low Volatility/Low Beta Anomaly

One of the big problems for the first formal asset pricing model developed by financial economists, the Capital Asset Pricing Model (CAPM), was that it predicts a positive relationship between risk and return. However, the historical evidence demonstrates that, while the slope of the security market line is generally...

For Consistency Across Market Conditions, Try A Quant Manager

The Impact of Market Conditions on Active Equity Management Harsh Parikh, Karen McQuiston, and Sujian Zhi Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category Get Our Activist Investing Case Study! Get...

Explaining The Beta Anomaly

The superior performance of low-beta and low-volatility stocks was documented in the literature back in the 1970s — by Fischer Black (in 1972) among others — even before the size and value premiums were “discovered.” The low-beta/low-volatility anomaly has been demonstrated to exist in equity markets around the globe....

Financial Constraints Generate a 6.5% 5-Factor Fama-French Alpha?

Are Financial Constraints Priced? Evidence from Textual Analysis Matthias Buehlmaier and Toni Withed Review of Financial Studies, forthcoming A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. Get The Timeless Reading eBook in PDF Get the entire 10-part series...

Trust The Process

As a native Philadelphian and huge basketball fan, I fully agree with the 76ers fan’s rally cry — Trust the Process. Get The Timeless Reading eBook in PDF Get the entire 10-part series on Timeless Reading in PDF. Save it to your desktop, read it on your tablet, or email to...

A Smarter CAPE Ratio To Better Forecast Expected Stock Returns

Improving U.S. Stock Return Forecasts: A “Fair-Value” CAPE Approach Joseph Davis, Roger Aliaga-Diaz, Harshdeep Ahluwalia, and Ravi Tolani Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category Get The Timeless Reading...

Technical Analysis In The Chinese Stock Market: Does It Work?

Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market Fuwei Jiang, Guoshi Tong and Guokai Song International Review of Finance A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category Q1 hedge fund...

5 Cutting Edge Investment Research Articles

This year’s annual financial research “geekfest,” officially known as the American Finance Association Annual Meeting, assembles the world’s top-tier academic researchers to discuss their latest financial research. Q1 hedge fund letters, conference, scoops etc, Also read Lear Capital: Financial Products You Should Avoid? stevepb / Pixabay If you are looking to get...

Sharpening The Arithmetic Of Active Management

For many investors, the superiority of passive investing over active investing is axiomatic (Earth to passive investors; Lunch is never free!) Q1 hedge fund letters, conference, scoops etc, Also read Lear Capital: Financial Products You Should Avoid? And why not? Study after study has demonstrated that only a small portion of actively...

Investor Attention And The Low Volatility Anomaly

One of the big problems for the first formal asset pricing model developed by financial economists, the Capital Asset Pricing Model (CAPM), was that it predicts a positive relationship between risk and return. However, the historical evidence demonstrates that while the slope of the security market line is generally...

Factor Regressions Problems And How To Fix Them

Factor Regressions are one way to ascertain a fund’s exposure to certain factors that an investor/advisor may want to allocate towards, such as Value, Momentum, Quality, etc. Luckily, there are some great free tools available online, such as portfoliovisualizer.com, that allows investors to run the regressions for most mutual...

Style Investing In Fixed Income

Style Investing in Fixed Income Jordan Brooks,Diogo Palhares, Scott Richardson Journal of Portfolio Management, Special Issue 2018 A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category. Q1 hedge fund letters, conference, scoops etc, Also...

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