Monday is all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how the economic background of a manager affects her returns.
Quote of the Day
"Discipline ties good research to good long-term investment outcomes."
(Christopher Meredith)
Research links
- Is social media to blame for the rise in market valuations? (blogs.cfainstitute.org)
- Why backtest overfitting is such a problem. (financial-math.org)
- How to stress test your portfolio strategy. (capitalspectator.com)
- Survivorship bias explained. (awealthofcommonsense.com)
- Trading requires two distinct mental skills. (papers.ssrn.com)
- On the returns of high cash flow duration stocks. (papers.ssrn.com)
- Skill matters (a lot) for private equity performance. (papers.ssrn.com)
- Downside beta and global equity returns. (papers.ssrn.com)
- Ten commandments of financial modeling. (ritholtz.com)
