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)
- The payoff to value investing comes through being uncomfortable. (thepfengineer.com)
- How difficult is it to replicate the Dorsey Wright Focus Five ETF ($FV)? (blog.alphaarchitect.com)
- Why the low vol effect is fading. (etf.com)
- The optimal size for hedge funds is not very big. (mrzepczynski.blogspot.com)
- Managed futures is made up of at least 8 different types of strategies. (mrzepczynski.blogspot.com)
- The equity risk premium is the key driver to buyout activity. (papers.ssrn.com)
- A closer look at private equity performance. (cepr.net)
