Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look the value (or not) of active share.
Quote of the Day
"Factor picking has become the new stock picking."
(Cullen Roche)
Research links
- How to apply factors to other asset classes. (blog.thinknewfound.com)
- There is a big difference between academic factors and factors in practice. In short, look beyond the fund label. (blog.alphaarchitect.com)
- How much capacity do smart bet funds really have? (blog.alphaarchitect.com)
- Comparing recent TAA performance against a 60/40 benchmark. (blog.alphaarchitect.com)
- A review of the most common futures trading strategies. (papers.ssrn.com)
- The case against perpetual dual class stock. (papers.ssrn.com)
- Less busy boards are better boards. (papers.ssrn.com)