News Worth Reading: July 22, 2016
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.
Hedge Funds
- Managed futures vs. multi-strategy funds for portfolio diversification (advisorperspectives)
- Hedge funds are trying to become more transparent (ft)
- Small, young hedge funds are better than large funds at timing factor exposures (ssrn)
- Investors are abandoning funds of funds (bloomberg)
- Citadel hired 17 portfolio managers from the now defunct Visium Asset Management (efinancialnews)
Investing
- Academic finance as a “check on the pretensions of financial practitioners” (cfainstitute)
- Don’t overweight bonds after periods of low realized inflation (econompicdata)
- Bonds may not be able to offset equity losses during the next crisis (thinknewfound)
- Peter Lynch’s run at Fidelity wasn’t nearly as great for investors as you think (awealthofcommonsense)
- The arguments against active management are strong (ft)
- Risk aversion is rising (finalternatives)
- 10 common misconceptions about smart beta investing (investmentweek)
Research
- You probably aren’t using the best method to estimate future betas (ssrn)
- Aggregated analyst recommendations can predict international equity market returns (ssrn)
- Don’t rely too heavily on 13F filings (alphaarchitect)
