Decode Academic Finance into Actionable Investment Insights
Each week, we translate top-tier finance research into plain English — revealing evidence-based ideas that matter to professional investors, analysts, and CIOs.
Each week, we translate top-tier finance research into plain English — revealing evidence-based ideas that matter to professional investors, analysts, and CIOs.
New research proves only 3% of AIQ's risk is actually 'thematic.' Learn how to isolate true theme exposure using narrative data.
Harvard research shows low short interest and analyst euphoria often precede 40%+ crashes, while new data reveals hidden vulnerabilities in both gold and Bitcoin’s “safe haven” status.
Funds that minimize correlations among holdings outperform by 4% annually, and new evidence shows simple trend-following still beats complex “optimal” models in real markets.
A new WACC methodology reveals which companies are deploying capital most efficiently—while a diversification analysis exposes the hidden “concentrators” quietly amplifying your portfolio risk.
In this week’s report: Why US equities are more attractive than the Fed model indicates - equivalent PE of ~15x vs. observed PE >25x and The PIK Debt Paradox: evidence that weaker debt monitoring leads to fewer defaults.
