Reducing Estimation Error in Mean-Variance Optimization July 14, 2020 academicalpha Blog Continue reading
Our book reviewed in the Enterprising Investor (CFA) blog July 10, 2020 academicalpha Blog Continue reading
Board Diversity: When Will We Break Through the Glass Ceiling? July 7, 2020 academicalpha Blog Continue reading
How Trend Following Strategies Shape Return Distributions July 6, 2020 academicalpha Blog Continue reading
Can Statistics Actually Determine if Managers Have No Skill? June 24, 2020 academicalpha Blog Continue reading
Order Flow Correlation May Imply Momentum Factor Crowding June 17, 2020 academicalpha Blog Continue reading
Counterpoint: ETF Activity May Make the Stock Market MORE Efficient June 10, 2020 academicalpha Blog Continue reading
