Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at the high costs of corporate fraud.
Quote of the Day
"Even if you are not a 100% trend-follower, you can still use trend-following principles to support your allocation decisions."
(Mark Rzepczynski)
Retirement
- How the rise of target-date funds affect the markets. (papers.ssrn.com)
- How Canadian pension funds manage money differently. (caia.org)
- Retirement participants who use managed accounts were the least likely to trade and the most likely to seek advice during the Covid period. (papers.ssrn.com)
Research
- The illiquidity premium is theory not a 'law of nature.' (fwpwealth.com)
- What does the evidence say about the diversification benefits of REITs? (morningstar.com)
- Is there a right way to build multi-factor portfolios? (blog.validea.com)
- How alternative are alternative credit funds? (insights.finominal.com)
- Using Fed policy to build a sector rotation strategy. (quantdare.com)
- How deleveraging helps drive value returns. (alphaarchitect.com)
- How hedge fund investors use expert network calls. (papers.ssrn.com)
- The overnight effect is already fading away. (priceactionlab.com)
