Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at booms gone bad.
Practice
- On the advantage of simple asset allocation strategies. (aaii.com)
- Do target date funds oversimplify things too much? (blog.alphaarchitect.com)
- Three common backtesting pitfalls with easy solutions. (capitalspectator.com)
- What happens when you add a trend portfolio to your global portfolio? (mebfaber.com)
- Is the value premium disappearing? (bloombergview.com)
- Deconstructing the low volatility anomaly. (quantpedia.com)
- Why do investors prefer dividends? (etf.com)
- Not surprisingly female workers do a better job managing their 401(k) plans. (institutional.vanguard.com)
- A panics and bubbles reading list. (noahpinionblog.blogspot.com)
Venture capital
- Venture capital and private equity drive the differences in endowment fund returns. (markovprocesses.com)
- Venture capital backed firms, public and private, are a major part of the US economy. (papers.ssrn.com)