Direct Infrastructure Equity: Performance, Return Attribution, & Inflation Resilience (PGIM)
Institutional investors are allocating more capital and resources to unlisted infrastructure investments for their…
Quantitative Methods
Lead Content
Income Returns of Infrastructure: Model Specification & Estimation (PGIM)
Institutional investors are increasingly considering unlisted infrastructure for its potential total returns,…
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Factor Zoo (PMR)
Swade, Hanauer, Lohre, and Blitz present a powerful and detailed approach for selecting the strongest factors to…
Front-Running Seasonality in Country ETFs: An Extended Test (Allocate Smartly)
This is a test of a dynamic seasonality strategy from Quantpedia that selects from 23 individual country ETFs. We’…
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Academic research on markets and economies
Here are some of the most recent and interesting academic papers...
How will AI and quant convergence drive returns?
As the AI race continues to gain momentum, investors are presented with a compelling investment…
