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)