What is the risk anomaly in Equities? What are the implications for market efficiency?
Case 3: Martingale Asset Suggested Questions to Case 3: Martingale Asset https://www.studypool.com/questions/download?id=2824597&path=uploads/questions/7344087/20230426230303martingale_asset_management_lp_in_2008_130_30_funds_and_a_low_volatility_strategy.pdf&fileDownloadName=attachment_1 Questions 1. What is Martingale’s investment philosophy? What is their view on market efficiency? 2. How does Martingale select stocks? What signals are incorporated? 3. What are short extension funds? How does Martingale use them? Are they costly to implement? 4. What is […]