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 mid caps around the globe.
Asset allocation
- A look at some alternative asset allocation models including the Permanent Portfolio. (blog.validea.com)
- Volatility-managed portfolios are not a panacea. (alphaarchitect.com)
Factors
- There is no lock solid, consistent relationship between interest rates and the value factor. (institutionalinvestor.com)
- Why funds with volatile factor exposures underperform. (alphaarchitect.com)
Research
- Why you should avoid stocks with large recent moves, up or down. (evidenceinvestor.com)
- Copper performs best during periods of robust economic growth. (mailchi.mp)
- Catastrophe bonds are the ultimate uncorrelated asset, but are they mispriced? (insights.factorresearch.com)
- When do Roth IRA conversions make the most sense? (papers.ssrn.com)
