Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the true small cap effect.
Research links
- Forget risk parity, think Sharpe parity. (alphaarchitect.com)
- More evidence that diversity helps trading results. (news.efinancialcareers.com)
- Does the trend in profitability add value as a factor? (alphaarchitect.com)
- Bank loan holders do not like it when companies buy back shares. (papers.ssrn.com)
- All-star analysts really are better stock pickers than their unranked peers. (institutionalinvestor.com)
- How quantitative methods have changed finance and investments. (papers.ssrn.com)
