Research links: optimal trade sizing January 3, 2017 Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s links including a look at how managed futures help unskew returns. Research links Actively managed funds are showing lower pre-fee returns and less dispersion. In short, little reason for existing. (syouth1.tumblr.com) TweetPocketInstapaper Starting valuations matter. (etf.com) TweetPocketInstapaper Are commodities still a good diversifier? (dualmomentum.net) TweetPocketInstapaper Why investors should re-think hedging their foreign currency risk. (fortunefinancialadvisors.com) TweetPocketInstapaper Are we kidding ourselves about the diversification abilities of emerging markets? (beta.morningstar.com) TweetPocketInstapaper Optimal trade sizing in a game with favorable odds: the stock market. (papers.ssrn.com) TweetPocketInstapaper Are female-run companies markedly different than male-run companies? (theatlantic.com) TweetPocketInstapaper You can support Abnormal Returns by visiting Amazon, signing up for our daily newsletter, liking us on Facebook or following us on Yahoo Finance, LinkedIn, Medium, StockTwits and Twitter.