Forum Topics Academic Research
Mujo
Added 10 months ago

I believe there is a thread with other papers but can't seem to find it. Anyway some interesting papers below for those interested:

Pricing power - gross profit margin (and the stability over time) a key metric to look to see if a company has pricing power - Bloomberg Indices - Pricing Power Everywhere Whitepaper (bbhub.io)

Factor investing doesn't appear to be working may have just been data mining? - Why Has Factor Investing Failed?: The Role of Specification Errors by Marcos Lopez de Prado, Vincent Zoonekynd :: SSRN

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Solvetheriddle
Added 10 months ago

@Mujo thanks for that have read the Gm one, and tend to agree and it is an intentional bias in my intl strategy. for those that want an Intl etf that resembles this strategy, i would recommend looking at Aoris. they call them all-weather stocks and i see much overlap. -they disclose all their holdings

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Mujo
Added 10 months ago

I do think Aoris are good, same with Claremont and Fairlight in global SMIDs - all with a similar style

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