Article by the World Gold Council (who knew?) describing an interesting Gold Return Attribution Model (GRAM). They show a nice table summarizing an analysis of asset returns during different bear/bull/flattener/steepener yield curve regimes.
Andrew Miller's Alpha Architect guest post provides some interesting insights on how to construct a fixed-income value factor for bond sectors of varying credit risk.
NewFound CIO, Corey Hoffstein's piece is reminiscent of work done by Jordan Brooks and Tobias Moskowitz at AQR. He adds some cool insights on how to account for rebalance timing and thoughts on how to add bond exposure to other types of portfolios (portable beta).