In this week’s video, we examine four articles. The first article, written by Elisabetta, examines a trading strategy on bonds (duration) using news sentiment. The second article, written by Larry Swedroe, examines two papers using volatility targeting to improve risk-adjusted returns. The third article, also written by Larry Swedroe, examines the volatility anomaly. The last article, written by Tommi, examines some things to consider when building an ESG portfolio.

News Sentiment and Bonds

https://alphaarchitect.com/2019/05/28/news-sentiment-and-bonds/

Volatility Targeting Improves Risk-Adjusted Returns

https://alphaarchitect.com/2019/05/22/volatility-targeting-improves-risk-adjusted-returns/

Volatility Anomalies: IVOL and Vol-of-Vol

https://alphaarchitect.com/2019/05/21/volatility-anomalies/

Old link to how to calculate IVOL.

https://alphaarchitect.com/2014/12/19/a-quick-lesson-in-volatility-measures/

Things to Consider for ESG Portfolio Construction

https://alphaarchitect.com/2019/05/20/things-to-consider-for-esg-portfolio-construction/