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Do Portfolio Managers Underestimate Risk by Overanalyzing Data?

New research questions whether “smart” beta is always smart.

http://www.gsb.stanford.edu/insights/do-portfolio-managers-underestimate-risk-overanalyzing-data

Featured Posts

The Truth Behind the ‘Presidential Cycle’ for Stocks - Year 2 of a term is supposed to be bad for in

The Truth Behind the ‘Presidential Cycle’ for Stocks - Year 2 of a term is supposed to be bad for in

‘Sell in May and Go Away’: Mostly a Myth, but Not Entirely

‘Sell in May and Go Away’: Mostly a Myth, but Not Entirely

Alpha Signals, Smart Beta, and Factor Model Alignment

Alpha Signals, Smart Beta, and Factor Model Alignment

Do Portfolio Managers Underestimate Risk by Overanalyzing Data?

Do Portfolio Managers Underestimate Risk by Overanalyzing Data?

QWAFAFEW: Terry Marsh, CEO, Quantal talks about Segmentation, Liquidity, and Risk Returns Premiums.

QWAFAFEW: Terry Marsh, CEO, Quantal talks about Segmentation, Liquidity, and Risk Returns Premiums.

The 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.

The 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.

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