Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the performance of Chinese stocks.
Research
- Stocks underperform T-bills. Seriously? (blog.alphaarchitect.com)
- Can you time the value factor? Maybe, sorta... (blog.thinknewfound.com)
- Benchmarking multi-asset global market portfolios. (blogs.cfainstitute.org)
- How to use an expected utility framework in portfolio management. (elmfunds.com)
- Investors have a tendency to avoid cash (and leverage) to their detriment. (blog.thinknewfound.com)
- How behavioral architects can work with technology at scale. (dpegan.com)
- Foreign ownership benefits companies via a longer term horizon. (papers.ssrn.com)
