Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at whether low vol is just ‘value in disguise.’

Quote of the Day

"No financial researcher agrees on the canonical set of factors or how best to proxy them."

(Eric Falkenstein)

Chart of the Day

On the performance of a Low Volatility-Momentum portfolio.

(alphaarchitect.com)