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)