Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look the returns to the equal-weighted S&P 500.
Research
- How low interest rates and high cash balances skew P/E ratios. (aswathdamodaran.blogspot.com)
- A review of the tactical asset allocation landscape in the midst of an equity bull market. (gestaltu.com)
- Two reasons why momentum works. (dynamichedge.com)
- Risk-managed momentum is superior. (etf.com)
- How to measure factor returns. (blog.alphaarchitect.com)
- A history of the price-to-sales ratio. (investorfieldguide.com)
- A look at risk parity and all seasons portfolios: an excerpt from Meb Faber's "Global Asset Allocation."* (mebfaber.com)
- Five myths about data mining bias. (priceactionlab.com)
