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
- Volatility Targeting Improves Risk-Adjusted Returns
- Volatility Anomalies: IVOL and Vol-of-Vol
- Old link to how to calculate IVOL.
- Things to Consider for ESG Portfolio Construction
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