Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at optimal rebalancing frequencies.
Quote of the Day
"Diversifying away from U.S. stocks has been very painful for a long time. The S&P 500 has outperformed international stocks (ACWX) by 52% over the last five years and 160% over the last ten."
(Michael Batnick)
Research
- How do bonds perform after a 2-10 yield curve inversion? (simplify.us)
- What accounts for the difference between brown and green stocks? (alphaarchitect.com)
- A look at how various factors performed during different market cycles. (quantpedia.com)
- How is geopolitical risk measured? (alphaarchitect.com)
- Contrary to the life-cycle hypothesis, the elderly don't uniformly engage in decumulation of assets. (advisorperspectives.com)
