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)