Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a comparison of different valuation metrics.
- Markets still respond strongly to earnings misses. (blog.abglobal.com)
- The evidence that investors are better off with some one else running their portfolio. (alphaarchitect.com)
- A cool new tool for backtesting ETF portfolios with a regime change element. (etfreplay.com)
- A look back at the RAFI Indices ten years in. (researchaffiliates.com)
- The US market stands out in terms of return predictability. (papers.ssrn.com)
- How often should you make tactical asset allocation decisions? (papers.ssrn.com)