Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at how scarcity affects decision making.
Quote of the Day
"Keep the moving parts of the model simple, minimize the features."
(Mark Rzepczynski)
Portfolio management
- Fund investors prefer managers who stick to their knitting. (papers.ssrn.com)
- Why portfolio managers invest more research into short positions. (papers.ssrn.com)
Research
- The structure of the stock market has changed a lot over time, but the results are still largely the same. (insights.finominal.com)
- Research shows high equity market returns post-high VIX levels. (advisorperspectives.com)
- A company's country-of-domicile may not be the best index fit. (alphaarchitect.com)
- How many assets is too many when it comes to trend following? (priceactionlab.com)
- What's the evidence for the R&D factor? (alphaarchitect.com)
- Who holds 'sin stocks'? (klementoninvesting.substack.com)
