By SIMON CONSTABLE
Mutual fund managers who frequently change exposure to investment factors (market, size, book-to-market, and momentum) perform significantly worse than those who make fewer changes. Read more here.
By SIMON CONSTABLE
Investors can double alpha in the credit markets by using simple equity momentum strategies enhanced by applying machine learning with boosted regression trees. Read more here.
By SIMON CONSTABLE
Investors in actively managed US equity mutual funds should decrease/increase their investment as fund volatility decreases/increases. This strategy significantly improves investment performance compared with a buy-and-hold approach. Read more here.
By SIMON CONSTABLE
American Depositary Receipts (ADRs) have outperformed US stocks, with ADRs of Chinese companies doing particularly well. Read more here.
By SIMON CONSTABLE
Different climate risk metrics lead to portfolios with different carbon and risk–return profiles. Analyzing the merits and applicability of various climate data can help investors manage climate risk and improve risk-adjusted returns. Read more here.
By SIMON CONSTABLE
High-frequency algorithmic trading adds to ETF market stability by reducing the discrepancy between fund prices and net asset values (NAVs). Read more here.
Migpc, CC BY-SA 3.0, via Wikimedia Commons
By SIMON CONSTABLE
Sanctions will only increase Putin’s control over his people
“The issue is that sanctions often prompt a country’s population to rally around the flag. … Put another way, a siege mentality takes over with people banding together to weather the economic storm.” — Simon Constable,
Read more here.
.jpg){kind=link}
