Research links: between now and the crash
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at...
AI
- How to integrate LLMs into your investment process. (rpc.cfainstitute.org)
- Is AI really going to make you a better trader? (advisorperspectives.com)
- AI bots are swarming FRED. (bloomberg.com)
Fixed income
- A historical look at the payoff to credit risk. (morningstar.com)
- There's very little spread between core bond manager performance. (apollo.com)
- How private credit funds can mark loans at very different valuations. (larryswedroe.substack.com)
Economics
- Why is elite economics becoming more narrow? (nber.org)
- Why 'shoot the moon' award packages are less impressive than they seem. (papers.ssrn.com)
- A look at Norway's experience with a wealth tax. (nber.org)
- Nationalizations don't work for anybody involved. (klementoninvesting.substack.com)
Research
- A look at equity returns, pre-CRSP. (papers.ssrn.com)
- How net stock issuance effects market returns. (fa-mag.com)
- Tail risk programs have a behavioral issue, not a financial one. (alphaarchitect.com)
- Carlo Zattarini talks with Gary Antonacci about the evolution of dual momentum models. (concretumgroup.substack.com)
- A round-up of recent academic research including 'Activeness in Passive Investing: Evidence from Japanese Index Funds.' (alphainacademia.com)
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