Author: Tommi Johnsen

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? Martin Lettau, Sydney C. Ludvigson, Paulo Manoel Working paper A version of this paper can be found here Want to read our summaries of academic finance

The Stock-Bond Correlation Megan Czasonis, Mark Kritzman, and David Turkington Journal of Portfolio Management A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research

Betting against correlation: Testing theories of the low-risk effect Cliff Asness, Andrea Frazzini, Niels Joachim Gormsen, Lasse Heje Pedersen Journal of Financial Economics A version of this paper can be found here Want to read our

The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions Douglas Cumming, Grant Fleming, and Zhangxin (Frank) Liu Financial Analysts Journal A version of this paper can be found here Want to read our summaries of