Weekend Reads - Dec 02, 2023
The Existential Challenges Facing The Value Investor Tribe; When Stocks Go Up, Who Benefits?; The Dunning-Kruger Effect is Autocorrelation; Focus on Income Can Undermine Returns: The Case of Covered C
The Existential Challenges Facing The Value Investor Tribe (Behavioral Value Investor)
When Stocks Go Up, Who Benefits? (Economics from the Top Down)
The Dunning-Kruger Effect is Autocorrelation (Economics from the Top Down)
Focus on Income Can Undermine Returns: The Case of Covered Calls (Alpha Architect)
Macro Outlook 2024: The Hard Part Is Over (GS)
Alternative Investment Strategies And Portfolio Diversification (Picture Perfect Portfolios)
Prime Time for Bonds (Pimco)
Shifting Blame For Underperformers (Klement on Investing)
Solving the Wrong Problem (Of Dollars and Data)
The “Art” of Market Timing (The Big Picture)
How Popular Market Indexes Are Constructed with Athanasios Psarofagis (📺 Excess Returns)
The Beauty of Finance | Everything is Everything (📺 Amit Varma)
In Conversation with Citadel's Ken Griffin (📺 Bloomberg New Economy)
Ajay Shah on the Dangers of Digital Public Infrastructure (🎧 Brave New World)
Dr Douglas Greenig on Trend-Following, the End of Pax-Americana, and Why He is Long Volatility (🎧 Macro Hive)
What Drives Booms and Busts in Value? by Campbell et al. (NBER)
Depression Babies: Do Macroeconomic Experiences Affect Risk Taking? by Malmendier and Nagel (QJE)
Option Momentum by Heston et al. (SSRN)