Research links: profitability perspective June 15, 2015 Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look two reasons why momentum works. Research The case for risk parity strategies as a diversifier. (aqr.com) TweetPocketInstapaper Does dual momentum work for non-US investors? (dualmomentum.net) TweetPocketInstapaper Are stop-loss rules worthwhile for momentum investors? (dualmomentum.net) TweetPocketInstapaper Deep value investing is having a hard time of late. (blog.alphaarchitect.com) TweetPocketInstapaper Yet more evidence against active management. (etf.com) TweetPocketInstapaper Just how robust is the profitability factor? (blog.alphaarchitect.com) TweetPocketInstapaper On the use of the profitability factor in practice. (etf.com) TweetPocketInstapaper Be careful what you call data mining. (aqr.com) TweetPocketInstapaper Papers Ten years in how did the boom in commodity futures investing pay off? (papers.ssrn.com) TweetPocketInstapaper Why do family-controlled companies seem to outperform? (wisburg.com) TweetPocketInstapaper 215 Years of Global Multi-Asset Momentum: 1800-2014 (papers.ssrn.com) TweetPocketInstapaper What makes a high dividend yield stock a keeper? (researchaffiliates.com) TweetPocketInstapaper How do private equity investments perform relative to public equity? (papers.ssrn.com) TweetPocketInstapaper IPO underpricing is a global phenomenon. (papers.ssrn.com) TweetPocketInstapaper You can support Abnormal Returns by visiting Amazon, signing up for our daily newsletter or following us on StockTwits, Yahoo Finance and Twitter.