This is a summary of links featured on Quantocracy on Tuesday, 05/16/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
-
The Case for Tactical Alpha, Part 2: The Fundamental Flaw of Grinold s Fundamental Law [Invest Resolve]We suspect youre skeptical, and thats a good thing. In fact, the more skeptical you are, the more you need to download our full 26-page paper Tactical Alpha: A Quantitative Case for Active Asset Allocation. In it, we discuss research from such luminaries as Brinson, Ibboston and Kaplan, Grinold, Staub and Singer, and many others in an effort to measure the relative prospects of