Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the performance of the combination of low vol and momentum.

Quote of the Day

"The plethora of alternative assets touted in the media is essentially a rehash of the exposure to different fundamental drivers of the economy."

(Joachim Klement)

Chart of the Day

A closer look at the risks of high yield bonds.