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Compound Your Knowledge: Manager Sentiment, Financial Education, Smart Money Indicator
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Manage episode 236843502 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
In this week’s video, we examine four articles. The first article, written by Elisabetta, examines a trading strategy on bonds (duration) using news sentiment. The second article, written by Larry Swedroe, examines two papers using volatility targeting to improve risk-adjusted returns. The third article, also written by Larry Swedroe, examines the volatility anomaly. The last article, written by Tommi, examines some things to consider when building an ESG portfolio. News Sentiment and Bonds https://alphaarchitect.com/2019/05/28/news-sentiment-and-bonds/ Volatility Targeting Improves Risk-Adjusted Returns https://alphaarchitect.com/2019/05/22/volatility-targeting-improves-risk-adjusted-returns/ Volatility Anomalies: IVOL and Vol-of-Vol https://alphaarchitect.com/2019/05/21/volatility-anomalies/ Old link to how to calculate IVOL. https://alphaarchitect.com/2014/12/19/a-quick-lesson-in-volatility-measures/ Things to Consider for ESG Portfolio Construction https://alphaarchitect.com/2019/05/20/things-to-consider-for-esg-portfolio-construction/
…
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60 episodes
MP3•Episode home
Manage episode 236843502 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
In this week’s video, we examine four articles. The first article, written by Elisabetta, examines a trading strategy on bonds (duration) using news sentiment. The second article, written by Larry Swedroe, examines two papers using volatility targeting to improve risk-adjusted returns. The third article, also written by Larry Swedroe, examines the volatility anomaly. The last article, written by Tommi, examines some things to consider when building an ESG portfolio. News Sentiment and Bonds https://alphaarchitect.com/2019/05/28/news-sentiment-and-bonds/ Volatility Targeting Improves Risk-Adjusted Returns https://alphaarchitect.com/2019/05/22/volatility-targeting-improves-risk-adjusted-returns/ Volatility Anomalies: IVOL and Vol-of-Vol https://alphaarchitect.com/2019/05/21/volatility-anomalies/ Old link to how to calculate IVOL. https://alphaarchitect.com/2014/12/19/a-quick-lesson-in-volatility-measures/ Things to Consider for ESG Portfolio Construction https://alphaarchitect.com/2019/05/20/things-to-consider-for-esg-portfolio-construction/
…
continue reading
60 episodes
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