Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look momentum mutual fund returns.
Quote of the Day
"Investment consultants who say “I don’t know” are, paradoxically, the ones worth paying for."
(Robin Powell)
Research
- Cliff Asness looks at the tough times quantitative factor-based liquid alts have had of late. (aqr.com)
- On the face of it monetary policy has a big impact on equity returns, however once you break it down... (blog.thinknewfound.com)
- The equity risk premium is a long term proposition. (cfapubs.org)
- The factor exposure of major benchmark indices vary a lot over time. (alphaarchitect.com)
- Why inducing randomness into your portfolio construction process can make for more robust solutions. (blog.thinknewfound.com)
- All-male groups are less well calibrated than groups with more diversity. (academicinsightsoninvesting.com)
- How do data breaches affect a company's stock price? (comparitech.com)
