Factors
- Can the use of factors provide higher sustainable retirement withdrawal rates? (wealthmanagement.com)
- Why anomalies are weakening over time. (alphaarchitect.com)
- Who actually takes advantage of factors? (mrzepczynski.blogspot.com)
Diversifiers
- Preferred stock funds are not great portfolio diversifiers. (insights.finominal.com)
- There is a near-zero correlation between managed futures and value returns. (blog.thinknewfound.com)
- Gold trades like an investment asset, not a commodity. (papers.ssrn.com)
Research
- Historically index returns were not available to investors due to higher costs, etc. (papers.ssrn.com)
- There doesn’t seem to be a relationship between industry income volatility and valuations. (mailchi.mp)
- The problem with permanent capital vehicles. (capitalallocators.com)
- Among retail investor price-tracking alerts generate more trades and worse performance. (papers.ssrn.com)
- A round-up of recent research on forecasting equity returns. (capitalspectator.com)
- RIP, Harry Markowitz. (nytimes.com)
