Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how grit affects a portfolio manager’s decisions.
- Increased retail trading is throwing a wrench in quant models. (finance.yahoo.com)
- A round-up of recent research on portfolio construction. (capitalspectator.com)
- It's impossible to ignore the growing impact of intangibles on returns. (alphaarchitect.com)
- What's the best way to model ETF trading costs? (etf.com)
- On the hidden risks of equal weighted indices. (cdn.northerntrust.com)
- Another study showing retail and institutional interest are very different animals. (alphaarchitect.com)
- Why great CIOs are so hard to find. (caia.org)