banknotebinoculars book bookmark chart chevron-leftchevron-rightcloseemail flask link nav newspaper podcast post rocket shield tablet twitter
  • Home
  • About
  • Invest with Tadas
  • Mentions
  • Contact

Research links: volatile factor exposures

June 22, 2021

Research links: volatile factor exposures

June 22, 2021

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)
    TweetPocketInstapaper
  • Volatility-managed portfolios are not a panacea. (alphaarchitect.com)
    TweetPocketInstapaper

Factors

  • There is no lock solid, consistent relationship between interest rates and the value factor. (institutionalinvestor.com)
    TweetPocketInstapaper
  • Why funds with volatile factor exposures underperform. (alphaarchitect.com)
    TweetPocketInstapaper

Research

  • Why you should avoid stocks with large recent moves, up or down. (evidenceinvestor.com)
    TweetPocketInstapaper
  • Copper performs best during periods of robust economic growth. (mailchi.mp)
    TweetPocketInstapaper
  • Catastrophe bonds are the ultimate uncorrelated asset, but are they mispriced? (insights.factorresearch.com)
    TweetPocketInstapaper
  • When do Roth IRA conversions make the most sense? (papers.ssrn.com)
    TweetPocketInstapaper

Share This Post

  • facebook
  • twitter
  • linkedin

More Posts This Week

Monday links: worker power
Tuesday links: a complete restructuring

For disclosure information please visit: https://ritholtzwealth.com/blog-disclosures/

Please see the Terms & Conditions page for a full disclaimer.

Abnormal Returns, since its launch in 2005, has brought the best of the finance and investment blogosphere to its readers. I am also the Director of Investor Education at Ritholtz Wealth Management LLC. More here.  For disclosure information please see here.

Mentions

E-mail sign-up

Search the site

The Archive

  • About
  • Mentions
  • Contact
  • Privacy Policy
  • Terms and Conditions

© 2023 Abnormal Returns.

Join the Newsletter