Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at when it is best to do Roth IRA conversions.
Quote of the Day
"Due diligence is as much about process as art."
(Christopher Schelling)
Chart of the Day
How much do Treasury yields move based on starting yields? (via Verdad Capital)
Research
- Value is not cheapness. (institutionalinvestor.com)
- What is the chronological return ordering (CRO) anomaly? (evidenceinvestor.com)
- Why you want your portfolio to be as simple as possible. (breakingthemarket.com)
- It's hard to find much of note in private equity returns. (alphaarchitect.com)
- How to use a trend following model to trade Bitcoin. (dualmomentum.net)
- A new paper "The Impact of Intangibles on Base Rates" by Mauboussin and Callahan. (morganstanley.com)
- How the short selling of ETFs affects proxy voting. (corpgov.law.harvard.edu)
- A round-up of recent research on tail-risk(s). (capitalspectator.com)
