For those interested in more in-depth reading, here's a list of the best academic article I've read on the topic of risk premia, published between the months of April and May:
Martin Tarlie (GMO)
May...
Hello r/stocks friends,I recently backtested a "volatility managed strategy" from Alan Moreira and Tyler Muir's 2017 paper "Volatility Managed Portfolios". My results show that following their methodology for a little over the past...
