Weekend Reads - Jan 18, 2025
Minimum Levels of Stress; There are Idiots: Seven Pillars of Market Bubbles; What Are You Buying When You Buy The S&P 500?; Financial Contagion - It is Has Not Gone Away; and more...
Minimum Levels of Stress (Collaborative Fund)
There are Idiots: Seven Pillars of Market Bubbles (Acadian)
What Are You Buying When You Buy The S&P 500? (Eagle Point Capital)
Financial Contagion - It is Has Not Gone Away (Disciplined Systematic Global Macro Views)
Can Carbon Capture Work? (Klement on Investing)
How to Select and Combine Trading Approaches (Optimal Momentum)
The Discounted Cash Flow Dilemma (Enterprising Investor)
2024 in Factors (Verdad)
From AQR Quant to Founder & CIO with Brian Hurst (🎧 Masters in Business)
Better by Design: Why Human Choices Matter for Return Predictions via Machine Learning (Robeco)
Beyond the Magnificent 7 (Sparkline Capital)
The Art of Selling | Kuntal Shah (📺 CFA Society India)
Be (A Little Bit) Fearful When Others Are Greedy? (📺 CFA Society India)
The Rate of Return on Everything, 1870–2015 by Jorda et al. (FRBSF)
Firm-Specific versus Systematic Momentum by Schmid et al. (SSRN)
Scope Similarity and Cross-Firm Return Predictability by Jin and Li (SSRN)
AI-Powered (Finance) Scholarship by Novy-Marx and Velikov (SSRN)
Bond Valuation Dispersion and ETF Creation by Huang et al. (SSRN)