Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at gender and risk-taking.
Research links
- A risk parity primer from Bridgewater Associates. (bwater.com)
- A review of the last ten years of hedge fund literature. (papers.ssrn.com)
- Simple forecast models outperform complex ones. (alphaarchitect.tumblr.com)
- How to build a better value portfolio. (etf.com)
- How to improve momentum strategies using risk-adjusted signals. (iijournals.com)
- How to apply momentum to random mutual funds. (econompicdata.blogspot.com)
- Ranking 30 industries on fundamental equity performance from 1933 to 2015. (philosophicaleconomics.com)
- The Active Share debate gets ugly. (blog.alphaarchitect.com)
- How have private equity fund-of-funds performed? (papers.ssrn.com)
- Owners make for better fund managers. (papers.ssrn.com)
