Weekend Reads - Feb 03, 2024
Peer-Reviewed Theory and Expected Stock Returns; Superstar Brands; Stocks for the Long Run? Sometimes Yes, Sometimes No; A Lifetime of Wisdom; 4 Investing Resolutions for Life; and more...
Peer-Reviewed Theory and Expected Stock Returns (Alpha Architect)
Superstar Brands (Sparkline Capital)
Stocks for the Long Run? Sometimes Yes, Sometimes No (CFA Institute)
A Lifetime of Wisdom (Humble Dollar)
4 Investing Resolutions for Life (Creative Planning)
Value investing: "The reports of my death have been greatly exaggerated" (Robeco)
What to Do Once You Are Rich (📺 PPFAS Mutual Fund)
The Noisiness of Financial Factors (FT)
A Guide to Navigating Quarterly Noise-Flow (Buggy Humans in a Messy World)
Should Your Job Determine How You Invest? (Of Dollars and Data)
Momentum Turning Points & Breaking Bad Trends (Research Affiliates)
Emerging Local Debt (GMO)
Information That Would Get Your Attention (Collab Fund)
Dr Tom Starke - Combining Alphas in a Diversified Quant Portfolio (🎧 The Algorithmic Advantage)
Exploration of CTA Momentum Strategies Using ETFs (Quantpedia)
GPTs are GPTs: An Early Look at the Labor Market Impact Potential of Large Language Models by Eloundou et al. (arXiv)
Risk Parity Portfolio Optimization under Heavy-Tailed Returns and Time-Varying Volatility by Paolella et al. (SSRN)
Fund Flows and Income Risk of Fund Managers by Cen et al. (SSRN)