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The Perils of Late-Cycle Investing

It is widely believed that much of the world is now experiencing the late stages of a bull market. There will be a downturn because no tree grows to the sky. Forecasting the nature and severity of the...

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Making Your Portfolio About #Goals

By Aaron Filbeck, CFA, CAIA, CIPM, Associate Director, Content Development at CAIA Association Central Issue of the Paper If you’re a social media junkie, you have probably seen “#goals” in your...

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Big Data is a Big Deal

By Keith Black, PhD, CFA, CAIA, FDP, Managing Director of Content Strategy, CAIA Association CAIA’s second webinar starring the authors of papers that are required readings for the FDP exam featured...

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The Future of Hedge Fund Fees

We can, in a speculative mood, ask ourselves, “Will hedge fund fees continue to drop or have they reached an equilibrium after the decline of recent years?” But it would be better to ask instead...

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Alpha Comes in Waves

The brief history of replication funds may already be divided into three waves, the third of which is still in formation. The first wave was about democratization: putting hedge fund strategies in the...

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If You Don’t Want ‘Bragging Rights’ You Can Get Alpha Done

The quarterly investor report of VCapital Management Company looks at the opportunities for attractive returns for investors regardless of the cloudy economic conditions of 2020. It argues that alpha...

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Avoiding Silver Bullets

By Aaron Filbeck, CFA, CAIA, CIPM – Associate Director, Content Development at CAIA Association Whether it’s that some retail versions of alternative investments have not lived up to their private...

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Wall Street Tackles Sustainable Development Goals

In 2015 the United Nations defined 17 Sustainable Development Goals [no poverty, no hunger, health & well-being, etc.] along with 169 targets that were devised to allow for quantitative measurement...

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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 “The Smartest Guys in the Room”* are plotting their...

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Real 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...

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ESG 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...

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Tech 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...

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A 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 “I went to the woods because I wished to live deliberately, to...

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Are 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...

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3 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...

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(SH)Elijah

By Bill Kelly, CEO, CAIA Association You don’t 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...

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Epstein-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...

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Religion 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...

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Predicting 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...

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Lessons from CAIS 2020

John Bowman, CFA, Senior Managing Director at CAIA Association “You’re a kite dancing in a hurricane, Mr. Bond.” (Mr. White to 007, Spectre) Despite the crystal blue island water, softly rolling...

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