Author: Inalytics Marketing
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Rick Di Mascio contributes to CFA UK on measuring investment skill
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Inalytics’ CEO, Rick di Mascio, discusses identifying and measuring investment skill with Professional Investor. A copy of the discussion can be found here: Active managers have measurable skill. To find out more about how Inalytics analyse decision making and portfolios to help you improve the investment process and select skilful portfolio managers, please contact us.
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Investors’ reaction to the Gulf of Mexico oil spill
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On 20th April 2010 an explosion sank the Deepwater Horizon platform and caused oil to flow into the Gulf. On 15th July a temporary seal was completed, followed by the fitting of the permanent cap on 19th September. Eleven people died in the disaster and 3.2 million barrels of oil leaked into the Gulf. This…
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Alpha Decay
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Alpha Decay is a ground-breaking academic paper co-authored by Rick Di Mascio, CEO of Inalytics, Anton Lines from Columbia Business School and Narayan Y. Naik from London Business School. Using transaction level data from a sample of professional asset managers, the authors observed positive incremental alpha on newly purchased stocks that decays over the twelve…