Quantitative Methods
Should we banish "volatility drag" from our vocabularies?
Jason Voss, CFA, shares stories about artificial intelligence (AI) hype, the mathematics of causation, and a real Transformer, among other topics.
Does the CFA charter add value? Why does everyone hate finance and what can be done about it? The leading Enterprising Investor posts from May address these questions and more.
Truth is relative, falsehoods are seductive, and shortcuts are commonplace. Chart crimes are a clear manifestation of this, writes Sloane Ortel.
Visiting Hong Kong for the first time in two decades, Mark Harrison, CFA, sees evidence of breakneck economic transformation everywhere. But what happens when the music stops?
What were the articles of the year on Enterprising Investor? The 10 leading posts covered a broad spectrum of subjects, from interviewing and cover letter tips, to how to optimize decision making and better understand blockchain technology. They were authored by some of the most influential thinkers in finance, including Michael Batnick, CFA, and Ben Carlson, CFA, and together offer an illuminating view into the state of the investment profession in 2017.
Jason Voss, CFA, unveils his choices for investor stories of the year. The winner is a presentation about the oddities of exchange-traded funds (ETFs) that have gone unnoticed by investors and their advisers.
What can we learn from downloads of CFA Institute publications in 2017? Mark Harrison, CFA, sifts through the most popular CFA Institute Financial Analysts Journal articles as well as CFA Digest and In Practice summaries to uncover a few themes.
In the latest edition of the In Practice series, Mark Harrison, CFA, and Phil Davis summarize recent research into whether buying US equities that are underpriced based on simple fundamental-to-price ratios yields better performance than investing in broad market indexes.
Mark Harrison, CFA, looks at combining factors in multifactor portfolios and considers issues of performance measurement in factor investing, in the third installment of his Shortcuts to Factor Investing series.