Weekend Reads - Jan 06, 2024
Inflation and Tax Efficiency; Improving Active Performance Via Systematic Extensions; The Persistence of Value & Growth; Avoid the Hype; Doing the Thing vs. Selling the Thing; and more...
Inflation and Tax Efficiency (AQR)
Thinking Broadly: Improving Active Performance Via Systematic Extensions (Acadian)
The Persistence of Value & Growth (Verdad)
Avoid the Hype (Eagle Point Capital)
Doing the Thing vs. Selling the Thing (Of Dollars and Data)
Respect Each Others’ Delusions (Collaborative Fund)
Fixing the Knowledge Society (📺 Amit Varma)
How We Became the Loneliest Generation (📺 ColdFusion)
The 60/40 Portfolio Needs an Alts Infusion (Enterprising Investor)
A New Foundation for Global Wealth: Rebuilding Portfolios for the New Regime (KKR)
A Swift But Thorough Look At 2024 (🎧 Robeco Asset Management Podcast)
Burton Malkiel: How Passive Investing Won the Argument (TEBI)
Navigating the Factor Zoo with Matthias Hanauer (📺 Excess Returns)
Alan Clement - Fortified & Diversified Quantitative Equities Strategies (🎧 The Algorithmic Advantage)
The Black–Scholes/Merton Derivatives Symposium: Option-Implied Crash Index (📺 MIT Laboratory for Financial Engineering)
Optimizing Macro Trading Signals – A Practical Introduction (Macrosynergy)
Volatility, Dividend Yield and Stock Returns by Ahn et al. (SSRN)
A Tactical Strategy using ETFs: Harvesting Volatility Risk Premia & Crisis Alpha by Sadik (SSRN)