Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the FOMC effect.
- On the myth of 'volatility drag.' (blogs.cfainstitute.org)
- How important is diversification for investment in managed futures? (campbell.com)
- How to combine value and momentum strategies. (alphaarchitect.com)
- A review of Meb Faber's “Global Asset Allocation: A Survey of the World’s Top Asset Allocation Strategies."* (alphaarchitect.com)
- What investors are more prone to fund return gaps? (researchaffiliates.com)
- Adding momentum to a socially responsible investing strategy. (dualmomentum.net)
- Your bond allocation doesn't matter as much as you think. (econompicdata.blogspot.com)