Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at different ways to classify equities.
Alternatives
- How alternative risk premia can help investors meet their return goals. (researchaffiliates.com)
- The world of liquid alts is full of fake diversifiers. (factorresearch.com)
Portfolio management
- Why are there fewer women in portfolio management than expected? (academicinsightsoninvesting.com)
- 'Sensation-seeking' hedge fund managers trade accordingly. (onlinelibrary.wiley.com)
- Is active management getting the short end of the stick? (papers.ssrn.com)
Quant stuff
- What systematic traders do all day at work. (news.efinancialcareers.com)
- A fun look at curve-fitting methods. (xkcd.com)
Research
- One of the great things about carry is that is uncorrelated across asset classes. (mrzepczynski.blogspot.com)
- Trend following is different: convex vs. concave payoffs. (blog.thinknewfound.com)
- Check out Wes Gray's presentation "Momentum Investing: Simple, But Not Easy." (alphaarchitect.com)
- A brief history of quantitative equity strategies. (sr-sv.com)
- A round-up of recent research on volatility. (capitalspectator.com)