Graham and Dodd Reader’s Choice Award: don’t forget to vote for your favorite paper for the from the Financial Analysts Journal from 2014.
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Research links
- Cliff Asness in defense of shareholder value. (aqr.com)
- Why do anomalies like the low vol effect persist despite public knowledge? (etf.com)
- Revisiting the power of intermediate term momentum. (alphaarchitect.com)
- Beware overly cautious fund managers. (wsj.com)
- On the difference between Flexible Asset Allocation and Elastic Asset Allocation. (gestaltu.com)
- Under what conditions analyst recommendations move stocks. (wsj.com)
- What changing leverage at securities dealers tells us about the markets. (alphaarchitect.com)
