Research links: index definitions January 18, 2016 Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at private equity fees. Research links Be wary of anecdotes not grounded in data. (aqr.com) TweetPocketInstapaper Are factor models played out? (predictivealpha.wordpress.com) TweetPocketInstapaper Asset allocation is more important than security selection. Why does everyone do it backward? (gestaltu.com) TweetPocketInstapaper Value investing requires an ability to withstand periods of underperformance. (euclidean.com) TweetPocketInstapaper Successful hedge funds tend to be contrarian traders. (papers.ssrn.com) TweetPocketInstapaper How have smart beta strategies done in Australia historically? (allaboutalpha.com) TweetPocketInstapaper What is an index: transparent, investable and systematic. (alo.mit.edu) TweetPocketInstapaper You can support Abnormal Returns by visiting Amazon, signing up for our daily newsletter or following us on StockTwits, Yahoo Finance and Twitter.