Oct 16, 2020

A summary of “Factor Exposure Variation and Mutual Fund Performance,” by Manuel Ammann, Sebastian Fischer, and Florian Weigert, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary

Oct 16, 2020

A summary of “Provision of Longevity Insurance Annuities” by Dale Kintzel and John A. Turner, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary

Oct 16, 2020

A summary of “Conditional Volatility Targeting” by Dion Bongaerts, Xiaowei Kang, CFA, and Mathijs van Dijk, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary

Oct 16, 2020

A summary of “When Equity Factors Drop Their Shorts” by David Blitz, Guido Baltussen, and Pim van Vliet, published in the Fourth Quarter 2020 issue of the Financial Analysts Journal.

Summary

Jul 16, 2020

A summary of “Decentralized Efficiency? Arbitrage in Bitcoin Markets,” by Sinan Krückeberg and Peter Scholz, published in the Third Quarter 2020 issue of the Financial Analysts Journal.