This is a summary of links featured on Quantocracy on Friday, 03/17/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Research Review | 17 March 2017 | Risk Factors [Capital Spectator]Contrarian Factor Timing is Deceptively Difficult Clifford S. Asness (AQR Capital Management), et al. March 7, 2017 The increasing popularity of factor investing has led to valuation concerns among some contrarian-minded investors, and fears of imminent mean-reversion and underperformance. In this paper, the authors find that despite their recent popularity the most common factors or styles,