Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at backtesting in Excel.
Quote of the Day
"In simple terms, bubbles are booms that went bad. Not all booms are bad."
(William Goetzmann)
Research links
- A slew of evidence that shows hedge fund manager underperformance. (blogs.cfainstitute.org)
- Just how are active are hedge funds? (abwinsights.com)
- Why traditional value and growth indices don't make much sense. (investorfieldguide.com)
- The case against momentum stocks from a value investor. (theinvestorspodcast.com)
- The effect of "news momentum" on stocks. (papers.ssrn.com)
- Which of four asset allocations work best? (blog.alphaarchitect.com)
- What is the $VIX good for? (econompicdata.blogspot.com)
- Building a better model to forecast Treasury bond returns. (etf.com)
- On the positive influence of women on corporate performance. (blog.alphaarchitect.com)
- How to write a great quant blog. (quantstart.com)
