Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at portfolio rebalancing is not a ‘free lunch.’

Quote of the Day

"A quantitative model will not have a memory bias. It will view positive and negative decisions the same."

(Mark Rzepczynski)

Chart of the Day

How various diversifying strategies have performed YTD.