I sat down with my friend Peter Mladina the other day over some beers at a local pub. And along various conversations about the art of winemaking (his) and brewing beer (my first time, came out not bad), we chatted the usual quant investing research. Peter is the Director of Research at Northern Trust, and if you search the blog you will find some great papers of his.
I linked to four great recent research pieces out of NT, and take my word for it – just download them or print them out and read when you have a chance. One chart then downloads: