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
- Are value and momentum robust anomalies? (blog.alphaarchitect.com)
- Smart beta funds are overpriced. (papers.ssrn.com)
- How to measure manager skill. (aaii.com)
- The case for international diversification. (blackrock.com)
- Is portfolio rebalancing worth the effort? (alvarezquanttrading.com)
- How does the Fama-French 5-factor model work in Australia? (papers.ssrn.com)
- Inside the black box of sell-side equity analysts. (papers.ssrn.com)
- How index funds exercise their clout in corporate governance. (knowledge.wharton.upenn.edu)
