Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out including a look at the benefits for old economy companies to invest in technology.
Quote of the Day
"Once we let go of the outperformance obsession, we can add extraordinary value for our clients."
(Mark J. Higgins)
International
- AQR on the case for emerging market equities. (institutionalinvestor.com)
- It's hard to get past the difference in valuation between European and U.S. stocks. (mailchi.mp)
- U.S. stocks are not the only game in town. (mebfaber.com)
Skewness
- Why commodity returns are skewed negatively. (mrzepczynski.blogspot.com)
- Why skew matters when it comes to building trading strategies. (priceactionlab.com)
Diversification
- Does 1/N diversification work when it comes to factor investing? (alphaarchitect.com)
- The case for equal-weighted portfolios. (klementoninvesting.substack.com)
Research
- Can you use ChatGPT to backtest a trading strategy? (quantpedia.com)
- Are 'star analysts' any better at forecasting earnings? (klementoninvesting.substack.com)
- On the challenges of combining fundamentals and sentiment in a single model. (blog.validea.com)
- Does dual momentum work in fixed income? (optimalmomentum.com)
- Does the first letter of company's ticker matter? (klementoninvesting.substack.com)
