In the room where it happens: An investigation of the potential of regulatory...
Keith Black, PhD, CFA, CAIA, FDP, Managing Director of Content Strategy at CAIA Association Do you want to be in the room where it happens, when âThe Smartest Guys in the Roomâ* are plotting their...
View ArticleReal Assets ‘Inception:’ Diversification within Diversification
By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Excerpted from the Alternative Investment Analyst Review, Volume 8, Issue 1 The Alternative Investment...
View ArticleESG vs Low-Carbon Investing
By Nicolas Rabener of FactorResearch @FactorResearch INTRODUCTION Investors seeking exposure to global equities with a low carbon footprint could consider the iShares MSCI ACWI Low Carbon ETF (CRBN) or...
View ArticleTech M&A Market: Demanding Sellers, Fewer Buyers
Corum Group, a merger and acquisitions advisor, which works with privately held technology companies, has put out its annual report, which tells us a good deal about where the action is in the tech...
View ArticleA Walk Through the Forest with Joe Simonian
What Does Machine Learning Have to do with Fama and French? By Keith Black, PhD, CFA, CAIA, FDP, Managing Director, CAIA Association âI went to the woods because I wished to live deliberately, to...
View ArticleAre the Robots Really Taking Over?
By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Excerpted from the Alternative Investment Analyst Review, Volume 8, Issue 3 The Alternative Investment...
View Article3 Threats to Hedge Funds
A recent paper by a scholar at Tilburg University and a market participant at Robeco outlines the difficulties that the hedge fund industry has faced over the last decade. These problems arose, at...
View Article(SH)Elijah
By Bill Kelly, CEO, CAIA Association You donât really need to be a Talmud scholar to know about the mission and purpose of the prophet Elijah. A fixture of the Passover Seder, he is always accorded...
View ArticleEpstein-Zin Utility Maximization on Random Horizons. (arXiv:1903.08782v2...
This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market...
View ArticleReligion and Terrorism: Evidence from Ramadan Fasting. (arXiv:1810.09869v3...
We study the effect of religion and intense religious experiences on terrorism by focusing on one of the five pillars of Islam: Ramadan fasting. For identification, we exploit two facts: First, daily...
View ArticlePredicting Stock Returns with Batched AROW. (arXiv:2003.03076v1 [q-fin.CP])
We extend the AROW regression algorithm developed by Vaits and Crammer in [VC11] to handle synchronous mini-batch updates and apply it to stock return prediction. By design, the model should be more...
View Article