banknotebinoculars book bookmark chart chevron-leftchevron-rightcloseemail flask link nav newspaper podcast post rocket shield tablet twitter
  • Home
  • About
  • Invest with Tadas
  • Mentions
  • Contact

Research links: basic backtesting

October 26, 2015

Research links: basic backtesting

October 26, 2015

Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the flowering of return factors.

Research links

  • Two tests for analyzing historical manager track records. (blog.alphaarchitect.com)
    TweetPocketInstapaper
  • More statistical evidence that high fee funds are a bad bet. (cfapubs.org)
    TweetPocketInstapaper
  • Quantitative multi-factor investing explained. (gersteinfisher.com)
    TweetPocketInstapaper
  • Dilution and the performance of minimum variance portfolios. (researchaffiliates.com)
    TweetPocketInstapaper
  • Some basics on backtesting in Excel. (adamhgrimes.com)
    TweetPocketInstapaper
  • Common investor biases and where they come from. (doc.research-and-analytics.csfb.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.

Share This Post

  • facebook
  • twitter
  • linkedin

More Posts This Week

Book round-up: eighth edition
Monday links: perilous profits

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

Please see the Terms & Conditions page for a full disclaimer.

Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

Mentions

E-mail sign-up

Search the site

The Archive

  • About
  • Mentions
  • Contact
  • Privacy Policy
  • Terms and Conditions

© 2023 Abnormal Returns.

Join the Newsletter