Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at why diversification can be taken too far.
Research links
- 'Pure factors' have different returns than industry-adjusted factors. (factorresearch.com)
- How to add trend following to a portfolio. (alphaarchitect.com)
- The data indicates that the growth in ETFs have not systematically changed market dynamics. (alphaarchitect.com)
- How to use leveraged ETFs as a part of a core asset allocation strategy. (quantpedia.com)
- Team rhetoric aside, founder-led firms are run by their founders. (papers.ssrn.com)
- If you thought that financial analysis would be free of political bias, you would be wrong. (ritholtz.com)
- People are funny: they want lifetime guaranteed incomes but hate immediate annuities. (anderson.ucla.edu)
- Why some hedge funds give to charity. (institutionalinvestor.com)
- The best white papers of 2018. (savvyinvestor.net)
