Articles by Rob Mannix
株を踏みつけるマクロの象に注意
マクロ・リスクは、投資家が予想している以上に株式を揺るがす可能性があります。
ロブ・アーノット、公共支出の「スイートスポット」を発見
ベテランのバイアウト・サイダーが見た、小さな政府への投資事例
ポッドショップは「組織のアルファ」を生み出せるか？
会社と経営陣の緊張関係がリターンの足を引っ張る可能性があります。今のところ、完璧な解決策はありません
成長するNvidia。落ち着きません
チップ・メーカーはメガ・キャップのようでメガ・キャップでない
Insurance double-hatters like Apollo can expect more scrutiny
Regulators are homing in on conflicts of interests at private-equity-owned insurers
Long shadow of Apollo looms over turmoil at Athora
Risk.net investigation reveals troubling picture of US asset manager’s European insurance project
Chicago Fed research points to systemic risk from private credit
Life insurers that have tripled exposures could face a liquidity squeeze, say economists
Victor Haghani’s maths proof that stock-pickers will hate
‘Risk matters hypothesis’ extends Bogle’s case for passive investing
How ‘re-correlation’ risk could cause a pod-shop unwind
Some think an underappreciated vulnerability might one day lead to a 2008-type crisis
The signs of tacit collusion in the dividend play trade
Game theory and real-world data point to a different understanding of how arbitrage in markets works
Quants are using language models to map what causes what
GPT-4 does a surprisingly good job of separating causation from correlation
The quants who kicked the hornets’ nest – to champion causality
A small but influential cadre says the multi-trillion-dollar factor investing industry is based on flawed science
Professional investors behind ‘witching day’ options spike
Study says retail investors are the losers from anomaly that costs more than $3.8 billion
Climate refugees, zero-day options and the wrong long
A look at the investment risks that just missed our annual list
量子数学を使って人間のように学習するAIモデル
機械学習における次の大きなブレークスルーは、金融の世界から生まれるのでしょうか？
Be careful what you’re paid for
Pinning down the illiquidity premium in private credit is no easy task
Quants look to language models to predict market impact
Oxford-Man Institute says LLM-type engine that ‘reads’ order-book messages could help improve execution
Why agency mortgages could stay cheap for a while
Big bond managers are snapping up agency bonds, but disrupted valuations could last a surprisingly long time
‘Witching day’ price spikes point to options market manipulation – study
Data reveals patterns that can be explained no other way, researchers say
Diversification is even better than a free lunch – study
Data back to 1926 shows that spreading bets brings higher returns as well as lower risk