Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the relationship between value and interest rates.
Quote of the Day
"Simplicity does not equal efficacy. We should not, however, be in thrall to complexity. "
(Joe Wiggins)
Round-ups
- The top 5 Alpha Architect posts from 2021 including 'Is There a Replication Crisis in Finance?' (alphaarchitect.com)
- A round-up of recent research on ETFs including 'Index Providers: Whales Behind the Scenes of ETFs.' (capitalspectator.com)
Quant stuff
- No matter the modeling techniques, the simpler the better. (mrzepczynski.blogspot.com)
- Even passive investors are implicitly making a forecast. (priceactionlab.com)
- Details matter when you are putting systems together. (allocatesmartly.com)
Research
- How has value performed in the five years post peak-valuation? (alphaarchitect.com)
- Is there really a premium for 'sin stocks' once take into account factors? (evidenceinvestor.com)
- It's hard to find good data in favor of tactical asset allocation strategies. (fwpwealth.com)
- High fee funds use complex language to help obfuscate poor performance. (alphaarchitect.com)
- What pulse rates can tell us in addition to measures of subjective well-being. (nber.org)
