Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at factors and bond investing.
Portfolios
- How investors should think about market efficiency. (mrzepczynski.blogspot.com)
- We should spend more time and effort thinking about after-tax returns. (researchaffiliates.com)
Decision making
- How motivations can affect biased decision making. (papers.ssrn.com)
- The conjunction fallacy: why active management continues to exist. (papers.ssrn.com)
Research
- Why cross-country correlations have increased on a secular basis. (papers.ssrn.com)
- Another look at commodity futures returns over the long run. (cfapubs.org)
- How well does the Q-factor model capture the PTH anomaly? (alphaarchitect.com)
- Is there a better way to use the CAPE ratio to forecast future returns? (academicinsightsoninvesting.com)
- Why hedge funds are willing to give away their 'best ideas.' (bloomberg.com)
