Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how to build your own volatility strategy.
Research
- Mutual fund providers change fund benchmarks if it helps their case. (advisorperspectives.com)
- On the search for stocks that are both cheap and profitable. (mailchi.mp)
- How falling interest rates has helped boost industry leaders. (papers.ssrn.com)
- Why you don't want to be in a hedge fund under distress. (evidenceinvestor.com)
- The case for using a trend-following model to trade Bitcoin. (dualmomentum.net)
- A look at Morningstar's new Ownership Alpha measure. (morningstar.com)
- Investors love lottery tickets. (alphaarchitect.com)
