Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how machine learning techniques can be used on lower frequency data.

Quote of the Day

"All ARPs are not alike with respect to their equity and bond betas, and their stability changes with the market environment. "

(Mark Rzepczynski)

Chart of the Day

Why you should be skeptical of private equity return data.