Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at what, if anything, divestment solves.
Quote of the Day
"In sum, whatever your investment process was before Feb 19th, try to stick with it..."
(Mikhail Samonov)
ESG
- ESG and Low-carbon portfolios are not the same thing. (factorresearch.com)
- How do institutional investors approach climate risks? (alphaarchitect.com)
Behavior
- Why more data may not make for better analysis. (mrzepczynski.blogspot.com)
- Analysts really are biased, just like the rest of us. (marginalrevolution.com)
Research
- Last week illustrates why diversifying across strategies and signals is so important. (allocatesmartly.com)
- On the value of Commitment of Traders data to forecast asset class returns. (alphaarchitect.com)
- Fund manager employees do a decent job at picking funds for their 401(k) plans. (papers.ssrn.com)
- Using return data only from ETPs can limit your sample sizes. (priceactionlab.com)
- Why institutional investors don't maximize their PE returns. (papers.ssrn.com)
