Research links: real risk tolerances

Research links

• Implementing a factor portfolio requires making a bunch of small decisions. (alphaarchitect.com)
• When forming momentum portfolios what is the optimal combination of lookback and holding period? (blog.thinknewfound.com)
• It's hard to find evidence in favor of active management. (etf.com)
• The low-vol factor is "redundant." (alphaarchitect.com)
• Why we really only care about correlations when a tail-risk event occurs. (cfapubs.org)
• On the differences in buyback yields in the US and around the world. (fortunefinancialadvisors.com)
• An example of how you measure things can change the result of a paper. (alphaarchitect.com)
• On the relationship between elevation and risk-taking. (wsj.com)