EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: September 11, 2015

News is vastly overrated. While often entertaining, it’s usually best at obscuring details, overwhelming readers, wasting time and prompting bad decisions. We recommend reducing your daily intake and concentrating instead on hard data and data-rich analysis. That said, there’s always great information out there if you know where to look. The following comprises our list of news worth reading from the past week.

  • Aswath Damodaran dispels myths about the relationship between interest rates and stock prices (aswathdamodaran)
  • Are low yielding bonds still a good stock market hedge? (pragcap)
  • A popular tactical model goes to 100% cash. Now what? (capitalspectator)
  • In defense of risk parity (or any long-term strategy) (awealthofcommonsense)
  • VIX futures trading is changing the dynamics of the volatility market (bloomberg)
  • When chaos hits, small hedge funds do better (wsj)
  • When can you call yourself a great investor? (fool)
  • Should wealthy endowments like Harvard, Yale and Stanford still be tax exempt? (slate)
  • CNBC’s fundamental stock pickers offer no real value (valuewalk, ssrn)
  • Russell takes another look at smart beta (dailyalts)
  • Andrew Lo on the market’s August meltdown (bloomberg)
  • China killed the world’s largest stock index futures market (bloomberg)
  • K.K.R. takes 24.9% stake in hedge fund Marshall Wace (nytimes)
  • CalPERS to consider taking activist manager portfolio in-house (pionline)
  • Size and value matter, but not the way you thought (ssrn)
  • Size and momentum profitability in international stock markets (ssrn)
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