This is a summary of links featured on Quantocracy on Friday, 02/01/2019. To see our most recent links, visit the Quant Mashup. Read on readers!
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Size and Value in China [Alpha Architect]What are the research questions? China represents the worlds second largest stock market and a growing component of the worlds GDP. China also operates under peculiar political and economic environments relative to the market economies of the Western world. Because China is so unique, a plausible research hypothesis is that traditional asset pricing models, such as the Fama-French 3-factor
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Classic Cars as an Alternative Investment [CXO Advisory]Are some types of cars attractive alternative investments? In their September 2018 paper entitled My Kingdom for a Horse (or a Classic Car), Dries Laurs and Luc Renneboog investigate price determinants and investment performance of classic cars from veteran cars (built 1888-1907) through modern classics (1975-1990). They estimate returns and risks for several classic car price indexes via a