Factor-Investing
- This week in research: what a method was actually checked against
New research on checking a method: simulated lifetime effects of AI financial advice, carbon beta as a measured exposure, and skewness under anomaly returns.
- This week in research: why a measured edge is not a durable one
New finance research on why measured edges fade: trend-following's decline, factor-model gaps, volatility regimes, and evidence that prices still forecast fundamentals.
- This week in research: hundreds of factors, a handful of real bets
New finance research on what actually drives returns: hundreds of factors collapse to a few distinct forces, a global dividend premium, and the fat tails returns carry.