(Last Updated On: August 18, 2017)
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)
- The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
- Join thousands of other readers and subscribe to our blog.
- This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.