Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how managed futures help unskew returns.
- Actively managed funds are showing lower pre-fee returns and less dispersion. In short, little reason for existing. (syouth1.tumblr.com)
- Starting valuations matter. (etf.com)
- Are commodities still a good diversifier? (dualmomentum.net)
- Why investors should re-think hedging their foreign currency risk. (fortunefinancialadvisors.com)
- Are we kidding ourselves about the diversification abilities of emerging markets? (beta.morningstar.com)
- Optimal trade sizing in a game with favorable odds: the stock market. (papers.ssrn.com)
- Are female-run companies markedly different than male-run companies? (theatlantic.com)