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Time-Varying Drivers of Stock Prices
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Dean Hand: Measuring Success in Impact Investing
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Index Investing and Factor Strategies
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Stephanie Baker: Punishing Putin
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Enterprising Investor
These research results should give investors greater confidence in the robustness of factor premiums, reinforcing their utility in crafting effective investment strategies. Guido Baltussen, PhD, and Bart van Vliet, CFA, demonstrate that factors are not artifacts of researchers’ efforts or specific economic conditions but have existed since the inception of financial markets.
Factor Premiums: An Eternal Feature of Financial Markets
Enterprising Investor
Are the traditional indicators of consumer sentiment and business confidence relevant anymore? This is the latest question that Professor Derek Horstmeyer from George Mason University School of Business tackles with his students. In this post, CFA Level 1 candidate Xinyi Zhou and Naman Gurudatha look at measures of sentiment and their underlying determinants going back to the 1980s. They find that the factors that have historically accurately signaled the direction of sentiment are no longer reliable.
What Determines Consumer Sentiment and Business Confidence?
Enterprising Investor
A relationship is akin to a classic car. Left neglected and undriven, the car won’t run and might even begin to rust. Like a relationship, the car’s maintenance needs will continue to pile up. However, with a little time, attention, and even a bit of elbow grease, it can be restored to its former glory. This post provides a few tips for bringing your “rusty relationships” back to life.
Supercharge Your Network: 5 Tips to Jumpstart Old Connections
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Handbook of Artificial Intelligence and Big Data Applications in Investments
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Net Zero in the Balance
Research Foundation
Beyond Active and Passive Investing: The Customization of Finance
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Watch the Debate: New Insights on Stocks for the Long Run
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The 2024 Conversations with Frank Fabozzi, CFA
Financial Analysts Journal
Choices Matter When Training Machine Learning Models for Return Prediction
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Private Markets: Governance Issues Rise to the Fore
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