Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the different flavors of momentum investing.
Research links
- Hedge funds are not doing what they say they do. (ai-cio.com)
- What's the difference between relative strength and trend following? (blog.thinknewfound.com)
- Are the results from time-series momentum due to absolute momentum? (blog.thinknewfound.com)
- Most multi-factor models are likely overfit. (papers.ssrn.com)
- Your model fits the data, but is it robust? (dualmomentum.net)
- How financialization has changed the commodities futures markets. (etf.com)
- Is risk-taking more about genetics or nurture? (papers.ssrn.com)
- Investors love a confident CEO. (blogs.wsj.com)
