Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at news misreactions.
Research links
- Common portfolio constructions emphasize bonds to offset rare historical events. (thinknewfound.com)
- Factor models are not grounded in preferences. (noahpinionblog.blogspot.com)
- Insights on trend following models from the newly published "DIY Financial Advisor." (awealthofcommonsense.com)
- Introducing taxes makes an endowment-type investment model a lot less attractive. (etf.com)
- Tax-managed equity funds are largely disappointing. (etf.com)
- A review of the hedge fund industry in transition. (papers.ssrn.com)
- A review on some recent research into private equity returns. (blogs.cfainstitute.org)
- Can you replicate commodity exposure with commodity stocks? (blog.alphaarchitect.com)
- The evidence for the expectations hypothesis in interest rates is slim. (econbrowser.com)
- Risk tolerance is due in part biology and in part due to gender identity. (voxeu.org)