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Research links: lagged correlations

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... MomentumHow low vol-momentum portfolios have performed globally. (factorresearch.com)Why combining.....»»

Category: blogSource: abnormalreturnsMar 10th, 2020

Research links: sticking with the process

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ESGESG and Lo.....»»

Category: blogSource: abnormalreturnsMar 3rd, 2020

Research links: investing now

Tuesdays are all about academic (and .....»»

Category: blogSource: abnormalreturnsFeb 25th, 2020

Research links: a free lunch

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... ResearchWhy quant strategies are underperforming: 'too many foxes, not.....»»

Category: blogSource: abnormalreturnsFeb 18th, 2020

Research links: a rehash of exposures

Tuesdays are all about academic (and practitioner) literature at Abno.....»»

Category: blogSource: abnormalreturnsFeb 11th, 2020

Research links: the canonical set of factors

Tuesdays are all about academic (and pra.....»»

Category: blogSource: abnormalreturnsFeb 4th, 2020

Research links: value in disguise

Tuesdays are all about academic (and pr.....»»

Category: blogSource: abnormalreturnsJan 28th, 2020

Research links: fluctuating factors

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look .....»»

Category: blogSource: abnormalreturnsJan 21st, 2020

Research links: seeking truth in data

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links includi.....»»

Category: blogSource: abnormalreturnsJan 14th, 2020

Research links: the broad spectrum of active investors

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a lo.....»»

Category: blogSource: abnormalreturnsJan 7th, 2020

Research links: running the machine

Tuesdays are all about academic (and practitioner) literat.....»»

Category: blogSource: abnormalreturnsDec 31st, 2019

Research links: erratic performance

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Research round-upSome of the best re.....»»

Category: blogSource: abnormalreturnsDec 24th, 2019

Research links: restatement recidivists

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... AlternativesHedge funds.....»»

Category: blogSource: abnormalreturnsDec 17th, 2019

Research links: tempered expectations

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... FactorsWhy history shoul.....»»

Category: blogSource: abnormalreturnsDec 10th, 2019

Research links: hard thinking

Tuesdays are all about academic (and practitioner) literature at Abnormal R.....»»

Category: blogSource: abnormalreturnsDec 3rd, 2019

Research links: divergent minds

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s lin.....»»

Category: blogSource: abnormalreturnsNov 26th, 2019

Research links: filtering noise

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at... Investment factorWhy is the investment factor so strong with small caps? (alphaarchitect.com)DFA is.....»»

Category: blogSource: abnormalreturnsNov 19th, 2019

Research links: measuring drawdown risk

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last wee.....»»

Category: blogSource: abnormalreturnsNov 12th, 2019

Research links: holding through the bad times

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at.......»»

Category: blogSource: abnormalreturnsNov 5th, 2019

Research links: overfit models

Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a loo.....»»

Category: blogSource: abnormalreturnsOct 29th, 2019