Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how Vanguard does factors.
Quant
- An easy-to-read guide on the many flavors of quant investing. (bloomberg.com)
- How the language surrounding data analysis has changed. (mrzepczynski.blogspot.com)
Diversification
- Diversification works in theory and in practice...until it doesn't. (alphaarchitect.com)
- AQR's most recent research: "It Was the Worst of Times: Diversification During a Century of Drawdowns." (aqr.com)
- A round-up of some recent research on asset allocation. (allocatesmartly.com)
