(Last Updated On: April 27, 2015)
Recently Discovered Academic Finance Research You Might Have Missed:
- Is it better to allocate portfolios to factors rather than to assets? (Cocoma, Czasonis, and etal)
- Tactical Asset Allocation with Market Valuations: Can’t even beat the simple 60/40 rule?? (Estrada)
More on ‘Smart Beta” ETFs:
- How Smart are ‘Smart Beta’ ETFs? Analysis of Relative Performance and Factor Timing (Glushkov)
- Are ‘Smart Beta’ ETFs a Threat to Active Fund Managers? (Morningstar)
- 6 Must-Knows About ‘Smart Beta’ Funds (Morningstar)
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