Quant stuff
- A roundup of recent academic research including 'Fire Sales by Corporate Bond ETFs During the COVID-19 Crisis.' (alphainacademia.com)
- William Green speaks with Victor Haghani, founder & CIO of Elm Wealth & author of "The Missing Billionaires: A Guide to Making Better Financial Decisions." (theinvestorspodcast.com)
- ChatGPT can help process information, but can't predict stock prices. (alphaarchitect.com)
Research
- The efficient frontier is not stable. (mrzepczynski.blogspot.com)
- A look at the long term history of corporate bond spreads. (ft.com)
- Markets imply that bigger deficits mean more inflation. (klementoninvesting.substack.com)
- What the performance of the AQR Style Premia Alternative says about factor returns. (morningstar.com)
- There is a conflict between private equity and private debt under the same manager. (larryswedroe.substack.com)
- There's no evidence of stock picking ability among equity mutual fund managers. (morningstar.com)
- The daily moves in megacap stocks these days are crazy. (acadian-asset.com)
- Why do fewer women become CEOs? (papers.ssrn.com)