Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at the challenge of rebalancing an alternatives-heavy portfolio.

Quote of the Day

“Quant mutual and hedge funds use much more sophisticated factor strategies, and some non-factor strategies as well. Nevertheless, it’s usually true that when Fama-French factors are doing well, quant is thriving, and when Fama-French factors falter, quant has troubles.”

(Aaron Brown) Chart of the Day

Does gold do much to smooth out portfolio returns?

(morningstar.com) Portfolio management Research

Keep reading this article on Abnormal Returns Blog.

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