EQIRA: Empirical and Quantitative Investment Research and Analysis

News Worth Reading: October 9, 2015

News is overrated. 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.

  • The most important aspects to consider when investing in illiquid assets (robeco)
  • You should be currency hedging your fixed income exposure (abglobal)
  • BlackRock predicts below average market returns for the next five years (finalternatives)
  • Energy and commodity ETFs are not interchangeable (alphaarchitect)
  • The Fed believes that there is “ample liquidity in corporate bond markets” despite plummeting dealer ownership (newyorkfed)
  • Harvard’s endowment is losing managers left and right (finalternatives)
  • Are activists helping or hurting American companies? (wsj)
  • Despite advances in factor modeling, investors are still relying on CAPM (ssrn)
  • A look at several different methods for optimizing your portfolio (investmentidiocy)
  • Corporate bonds from low profitability firms outperform those from high profitability firms (ssrn)
  • Can dividends explain the low volatility anomaly? (arxiv)
  • Fundamental analysis is still a useful investment tool (ssrn)
  • How to improve upon the performance of time series momentum strategies (allaboutalpha, ssrn)

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