The last Financial Analysts Journal issue of 2021 features examinations of machine learning. tax-loss harvesting, and more.
Financial Analysts Journal managing editor Heidi Raubenheimer, PhD, CFA, provides a synopsis of the latest issue.
After analyzing small-cap biotech data from 2007 on, Akash Goyal has found that higher hedge fund ownership is positively correlated with forward returns and that stocks with higher short interest are correlated with negative forward returns.
Jason Voss, CFA, shares his curated list of Weekend Reads for Investors. Featured stories explore the fake news epidemic, peer into one of the world's most successful and secretive hedge funds, and estimate the daily operating costs of the Death Star.
This introduction to hedge funds is also an instructive work of financial history. It discusses hedge funds in relation to other assets and describes specific hedge fund strategies in detail. It also delves into the nitty-gritty of hedge fund operations. Practical rather than theoretical, the book contains worked examples. And a companion website provides practice questions and guideline answers.
Joachim Klement, CFA, demonstrates a method for beating average hedge fund returns — without the fees. It's the best dumb alpha can offer: a simple, low-cost investment strategy that outperforms more sophisticated and expensive alternatives.
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