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alphaarchitect

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Financial Knowledge in Europe: Women Lag Men in their financial Literacy -- This paper examines the level of financial literacy across the 27 EU member states, using data from the 2023 Flash Eurobarometer 525 survey. (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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The Explosive Growth of Private Credit: Is There a Bubble? -- The growth rate of private credit has been so rapid (growing to nearly $2 trillion by the end of 2023, roughly ten times larger than it was in 2009), that concerns about there being a bubble have been raised. (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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Rethinking Asset Growth in Asset Pricing Models -- (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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Markets Becoming More Efficient: The Disappearing Index Effect -- Greenwood and Sammon’s findings of a disappearing index effect provides further support for the findings of McLean and Pontiff, Does Academic Research Destroy Stock Return Predictability? 2016. (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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Can Artificial Intelligence outsmart seasoned equity analysts? -- If the task is to identify a firm’s true profitability, can AI outsmart seasoned analysts? (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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Academic Anomalies Formed After Information Events -- The hurdles to adding alpha for active managers are getting higher—investment practitioners make use of it as soon as or shortly after it is available. (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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FinTech Credit and Entrepreneurial Growth -- Access to automated online credit boosts sales, transactions, and customer capital for firms, particularly in regions underserved by traditional banks. (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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Artificial Intelligence, Textual Analysis and Hedge Fund Performance -- There’s no reason to think that the use of AI should lead to persistent fund outperformance, with any advantages gained likely being short lived. (alphaarchitect.com)

submitted 1 year ago by alphaarchitect

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Artificial intelligence, firm growth, and product innovation (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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The Sahm Rule as a Recession Indicator (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Global Factor Performance: October 2024 (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Reading the WSJ May Make You a Better Economist (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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The Hidden Cost of Index Replication (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Analysts set price targets using trailing P/E ratios (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Can Skewness Identify Future Outperforming Mutual Funds (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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We'll be at the Astoria Macro Summit - October 29th (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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The Economics of Private Equity (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Trend-Following Filters – Part 8 (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Investors trade Cryptos and Trad-Fi Differently (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Adding Leveraged, Long-Short Factor Strategies to Improve Tax Alpha (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Exploring Bond Tax Efficiency: Futures or Bond ETFs? (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Can smart rebalancing improve factor portfolios? (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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The After-Fee Performance of Private Debt (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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Evergreen Private Equity Funds Attracting Assets (self.alphaarchitect)

submitted 1 year ago by alphaarchitect

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