Category: Research Paper

Evidence from detailed hedge fund portfolio data Should short positions be considered as negative long positions? How does short selling differ from long investment? Are shorts just negative longs? is an academic paper co-authored by Sandro Lunghi from Inalytics and Bastian von Beschwitz from the Federal Reserve Board, which explores these questions. Using the Inalytics…

Using machine learning to provide custom investment portfolio analysis Machine Learning allows us to investigate portfolio data and performance without preconceptions, and identify natural sets and breaks hidden in the dataset, to improve the investment process. It bypasses the need to set arbitrary groups or categories that might appear logical but do not suit the…

The value of good governance Does the relationship between a company’s market capitalisation, its corporate governance and its share price return stand the test of time? A key question skilful portfolio managers should be asking in the decision making process, our latest research paper examines the potential performance benefits for investors when considering good corporate…