Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at backfill biases.
Research links
- The global case for strategic asset allocation and home country bias. (personal.vanguard.com)
- What is the proper benchmark for momentum strategies? (bsam.com)
- The challenges of utilizing momentum at the stock level. (sharpereturns.ca)
- What is behind the profitability premium? (etf.com)
- Why some funds succeed and other don't. (corporate1.morningstar.com)
- The case for hedge funds as overlay not allocation. (econompicdata.blogspot.com)
- You can get a backtest to say just about anything you want. (papers.ssrn.com)
- What are the costs of socially-responsible investing? (etf.com)
- There is no market efficiency without arbitrage capital. (etf.com)
