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Episode 360 – Gerard O'Reilly: The Components of Net Returns

The Rational Reminder Podcast

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Navigating Securities Lending and Market Dynamics

This chapter provides an in-depth exploration of securities lending practices, particularly focusing on how mutual funds like Dimensional lend stocks to enhance investor returns. It discusses the implications of corporate actions, trading costs, and market reactions, emphasizing the importance of strategic flexibility in managing investment portfolios. Various case studies, including the impact of index reconstitution, illustrate the nuances of trading costs and their effects on net returns.

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