Weekend Reads - Jan 27, 2024

Crowded Trades Increase Crash Risks; Can Investor Activism Boost Small-Cap Stock Performance?; Stocks Have Not Always Beaten Bonds. Should You Care?; Forecasting Follies 2024; Should your portfolio be

• Crowded Trades Increase Crash Risks (Alpha Architect)

• Can Investor Activism Boost Small-Cap Stock Performance? (Enterprising Investor)

• Stocks Have Not Always Beaten Bonds. Should You Care? (Morningstar)

• Forecasting Follies 2024 (The Better Letter)

• Should your portfolio be 100% stocks? (Market Sentiment)

• Sequence of Returns, the Cruellest Risk of All (TEBI)

• Hawk or Dove: Who Blinks First? (Sapient Capital)

• Why Do We Hate Creativity? (Klement on Investing)

• How Do You Take Your Commodities? (Return Sources)

• A Visual Appreciation For Black-Scholes Delta (Party at the Moontower)

• Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (🎧 Flirting with Models)

• Hari Krishnan – Hedging a Commodity Bull Market (🎧 Flirting with Models)

• Is AI Moving Too Fast? | Robert Wright & Timothy B. Lee (📺 Nonzero)

• A Short Take on Real-World Pairs Trading (Robot Wealth)

• Advanced FX Carry Strategies with Valuation Adjustment (Macrosynergy)

• Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty by Kan and Lassance (SSRN)

• Heuristics For Fat-Tailed Stock Market Returns by Welch (SSRN)

• Risk-On Risk-Off: A Multifaceted Approach to Measuring Global Investor Risk Aversion by Chari et al. (SSRN)