Recently Discovered Academic Finance Research You Might Have Missed:
- Post-discovery Performance: Will Anomalies Fade Away After Discovery? (Qu, Lu, Sun and Yan)
- The Search for Crisis Alpha: Weathering the Storm Using Relative Momentum (Newfound Research)
- Are Your Backtest Results fooling you? Try Monte Carlo Analysis (Better System trader)
- Buffett’s Alpha (Frazzini, Kabiller and Pedersen) (older, but good)
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