This is a summary of links featured on Quantocracy on Wednesday, 10/11/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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A Returns-based Approach: Incorporating Microcap in Equity Allocations [Factor Investor]We are often asked how much of a plans assets should be allocated to microcap equities. As long-term investors that view the opportunity set through the lens of factors, our answer is usually some version of "probably more than you currently do." Microcap is a very challenging asset class to evaluate. There is little empirical research specific to the intricacies of the space, and
