Research links: the economics of financial economics
Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a visualization of...
Round-ups
- A round-up of recent white papers including 'The Price of Having Fun.' (bpsandpieces.com)
- A round-up of recent academic research including 'Rethinking Trend Following: Optimal Regime-Dependent Allocation.' (alphainacademia.substack.com)
Society
- Some insights into the persistence of family wealth. (mailchi.mp)
- The U.S. is falling in different ranks of democracy and economic freedom. (abnormalreturns.com)
Research
- How does the carry factor work? (alphaarchitect.com)
- The VIX and economic policy uncertainty measure two different things. (rpc.cfainstitute.org)
- How risk comes to the junk bond market historically. (mailchi.mp)
- How face-to-face interactions matter when it comes to analyzing a company. (alphaarchitect.com)
- Kai Wu talks with Michael Mauboussin about why today’s AI expectations may be historically unmatched. (podcasts.apple.com)
- Is financial economics still economics? (marginalrevolution.com)
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