This is a summary of links featured on Quantocracy on Monday, 12/28/2020. To see our most recent links, visit the Quant Mashup. Read on readers!
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Research Compendium 2020 [Factor Research]In 2020 we published more than 50 research notes on mostly factor investing and smart beta ETFs, but also on topics like ESG, tail risk hedge funds, long volatility strategies, and private equity. The Research Compendium 2020 contains all of our research published this year. We would like to thank you for reading and always appreciate feedback, especially if critical.