
Book: Smart(er) Investing: How Academic Insights Propel the Savvy Investor. Authors and Editors: @ebasilico, @tommijohnsen
Joined November 2016
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Visit our new website at academicinsightsoninvesting.… #investing #passiveinvesting #activeinvesting #bigdata #AI #ESG
academicinvesting retweeted
Investor demand, rating reform and equity returns--
The traditional financial theory attributes security returns to market- or factor-based risk, with no role ascribed to other influences...
by @tommijohnsen
cc @profplum99
alphaarchitect.com/?p=87086
academicinvesting retweeted
How can no-fee muni bond management be offered?
The following retail investor mark-ups aren't called fees:
1) Regional bond dealer who sells to institutional desks
2) Institutional desk who sells to retail desks
3) Retail desk who shares their take with the broker
End/
academicinvesting retweeted
I post something (on twiiter, Linked on blogs) on general investing and I get hundreds of views. I post something related to the #gendergap and I get a minimal fraction of those views
something continues to be messed up
Mine too!!
academicinvesting retweeted
Nothing like limits of arbitrage on a Monday morning!
"A Long and a Short Leg Make For a Wobbly Equilibrium"
papers.ssrn.com/sol3/papers.…
TL;DR Smart money may leave a market; even if exp. returns shoot higher!
If you still believe in EMH, ie, prices = fundamentals. u might be crazy.
academicinvesting retweeted
Fee Disclosures Can Improve Investor Decision-Making alphaarchitect.com/2021/11/0…
via @ebasilico
academicinvesting retweeted
Not sure that a more true free giver of valuable time and expertise exists beyond Wes Gray
If you don’t follow what he and his team are doing, you are missing out.
Thank you @alphaarchitect
academicinvesting retweeted
Competition for Attention in the ETF Space - alphaarchitect.com/?p=62820
By: @TommiJohnsen
academicinvesting retweeted
Weekly Recap from Alpha Architect for 04/09/2021 - eepurl.com/hvulLj
academicinvesting retweeted
Picking active funds is tough...especially if the 'picking' is based on past performance!
Maybe a machine can do a better job?
@VictorDeMiguel2 et al. suggest that may be the case!
"Can Machine Learning Help to Select Portfolios of Mutual Funds?"
papers.ssrn.com/sol3/papers.…
academicinvesting retweeted
Reach out to your Asian colleagues, friends, neighbors. Support your local Asian businesses. Just say hi.
academicinvesting retweeted
I enjoy a nice surprise just as much as the next person. Thanks @alphaarchitect @RyanPKirlin
academicinvesting retweeted
Weekly Recap from Alpha Architect for 03/05/2021 - eepurl.com/hsiP2z
academicinvesting retweeted
Battle of the Sexes, Who's Better at Fudging the Numbers? - alphaarchitect.com/?p=60243
by: @ebasilico
academicinvesting retweeted
Statisticians, let’s be realistic we are terrible with branding. If it was up to us Deep Learning would have been called Hidden Layers Black Boxy Box
academicinvesting retweeted
Mutual Fund Trading When No One Is Watching: It's Not Pretty - alphaarchitect.com/?p=59446
by: @TommiJohnsen
academicinvesting retweeted
ETFs and Mutual Funds Should Pay More Attention to Their Investor Base - alphaarchitect.com/?p=55907
by: @ebasilico
academicinvesting retweeted
Effects of Portfolio Construction on the Performance of Style Factor ETFs - alphaarchitect.com/?p=58373
by: @TommiJohnsen











