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