Research links: the payoff to value August 15, 2016 Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the difference between value and deep value. Research links The value and low vol effects are separate. (etf.com) TweetPocketInstapaper The payoff to value investing comes through being uncomfortable. (thepfengineer.com) TweetPocketInstapaper How difficult is it to replicate the Dorsey Wright Focus Five ETF ($FV)? (blog.alphaarchitect.com) TweetPocketInstapaperSymbols: $FV Why the low vol effect is fading. (etf.com) TweetPocketInstapaper The optimal size for hedge funds is not very big. (mrzepczynski.blogspot.com) TweetPocketInstapaper Managed futures is made up of at least 8 different types of strategies. (mrzepczynski.blogspot.com) TweetPocketInstapaper The equity risk premium is the key driver to buyout activity. (papers.ssrn.com) TweetPocketInstapaper A closer look at private equity performance. (cepr.net) TweetPocketInstapaper You can support Abnormal Returns by visiting Amazon, signing up for our daily newsletter, liking us on Facebook or following us on Yahoo Finance, Medium, StockTwits and Twitter.