Weekend Reads - Aug 10, 2024

Small Caps, Large Caps, and Interest Rates; The Medium is the Message, and Hedgehogs vs. Foxes; Building a Hedge Fund Allocation: Integrating Top-down and Bottom-up Perspectives; and more...

1. Small Caps, Large Caps, and Interest Rates (Enterprising Investor)

2. The Medium is the Message, and Hedgehogs vs. Foxes (Discerene Group)

3. Building a Hedge Fund Allocation: Integrating Top-down and Bottom-up Perspectives (GIC)

4. Classifying Economic Regimes (Verdad)

5. Are Stock Market Bubbles Forecastable? (Wealth Management)

6. Why are All the Asset Allocation Models Static? (Hush)

7. How Long Can Stocks Underperform? (Of Dollars and Data)

8. Multifactor Diversification (Market Sentiment)

9. What Equity Factor Is Best Combined with Managed Futures? (Finominal)

10. Andreas Clenow - A Most Private Discussion on Sensible Trading for the Long Term (🎧 The Algorithmic Advantage)

11. Lisa O'Connor, Head of Global Model Portfolios & Co-CIO for Multi-Asset Solutions, BlackRock (🎧 Alpha Exchange)

12. The Unusual Thing about Citadel versus Other Multistrategy Hedge Funds (eFinancial Careers)

13. The Sustainable Path is the Only Path (Of Dollars and Data)

14. Is Memory Improving in Old Age? (Klement on Investing)

15. Kris Abdelmessih - Life Through a Volatility Lens (🎧 Flirting with Models)

16. All or Nothing – The Importance of Data in Secondaries (Clipway)

17. Wisdom or Whims? Decoding Investor Trading Strategies with Large Language Models by Chen et al. (SSRN)

18. Country Risk: Determinants, Measures, and Implications - The 2024 Edition by Damodaran (SSRN)