Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at ESG analytics.

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Quote of the Day

"Asset management risk management seems to focus on the mapping of risk into a return-volatility or VaR framework and spends less time on the process."

(Mark Rzepczynski)

Chart of the Day

“The implication: foreign equity investing offers a bigger diversification bang for the buck by forgoing currency hedging.”

(capitalspectator.com)

Bonds

Corporate finance

Momentum

Research

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