Weekend Reads - Jan 20, 2024
Are Stock Returns Predictable at Different Points in Time?; Risk Depends On The Resolution; The Four 4S behind the Compelling Opportunity in Japan Equities; Fads and Second Acts; and more...
Are Stock Returns Predictable at Different Points in Time? (Alpha Architect)
Risk Depends On The Resolution (Party at the Moontower)
The Four 4S behind the Compelling Opportunity in Japan Equities (GMO)
Fads and Second Acts (Investment Talk)
Duration of U.S. Equities (Finominal)
Costly Shorts (Verdad)
Pragmatic Asset Allocation Model for Semi-Active Investors (Quantpedia)
Why Do US Stocks Outperform EM and EAFE Regions? (Quantpedia)
Yield Curve, Banking Risk and Recessions (📺 Research Affiliates)
AI and Everything Else - Benedict Evans (📺 Slush)
Bilal Hafeez on 2023 Surprises, Getting AI Right, and Best TV of 2023 (🎧 Macro Hive Conversations With Bilal Hafeez)
Alpha Exchange 5 Year Anniversary Podcast, Part I (🎧 Alpha Exchange)
How to Think (🎧 Deep Questions with Cal Newport)
The Kelly Criterion in the Presence of Uncertainty about Risk (Outcast Beta)
A Deep Dive into Volatility Targeting (Return Sources)
Sparse Index Tracking: Limiting the Number of Assets in an Index Tracking Portfolio (Portfolio Optimizer)
Implied Volatility (also) is Path-Dependent by Andrès et al. (arXiv)
Timing the Tide: The Impact of Rebalancing Periods in Momentum Investing in Indian Equities by Raju (SSRN)