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Research links: backtest blunders

April 20, 2015

Research links: backtest blunders

April 20, 2015

Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look ‘naive beta.’

Research links

  • Fact, fiction and value investing. (papers.ssrn.com)
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  • Profitability and the impact of earnings accruals on stock prices. (papers.ssrn.com)
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  • Can we use low vol stock allocations to reduce overall portfolio risk? (blog.alphaarchitect.com)
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  • The many downsides of currency hedging your international equity exposure. (gmo.com)
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  • How much should you have in emerging markets? (blog.wealthfront.com)
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  • Nine mistakes quants make with their backtests. (blog.quantopian.com)
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  • Statistics without theory is just noise. (blog.alphaarchitect.com)
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More Posts This Week

Sunday links: hot streaks
Monday links: unnecessary clutter

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

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Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

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