Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how ESG investing can create unintended factor bets.
Active management
- Active equity managers hold their positions TOO long. (institutionalinvestor.com)
- What sort of alternative data are hedge funds using? (mrzepczynski.blogspot.com)
Research
- ESG portfolios need to built as thoughtfully as any other. (alphaarchitect.com)
- REITs are no great diversifier. (factorresearch.com)
- There's more than one way to measure drawdown risk. (capitalspectator.com)
- A look at some of the many ways you can define value stocks. (wisdomtree.com)
- Are early-stage investors biased against female founders? (alphaarchitect.com)
- "Early life exposure to local financial institutions increases household financial inclusion and leads to long-term improvements in consumer credit outcomes." (sciencedirect.com)
