2.2. Individual Research Summaries: You are required to identify 2 practitioner-friendly articlespublished in the Journal of Finance, the RFS, the JFE, or JFQA, and draft a summary (3 pages, max) that covers the following elements (First report is due at end of 5thweek; second report is due during the 9thweek):Strategy OverviewoHow does the strategy work? How does it perform?Data RequirementsoWhat data is required to implement? What data was used to backtest?DiscussionoWhat arethe economics behind the strategy? Why does it work? Why are the markets inefficient?CommentaryoAre there any implementation issues? Liquidity? Short-sell constraints?Are there environments in which the strategy will thrive or suffer?
2.2. Individual Research Summaries: You are required to identify 2 pra
by Panel | Nov 14, 2020 | Uncategorized