Weekend Reads - Mar 02, 2024

The Benefits of Dynamic Value Investing; Yield Is Not Return; The Low-Volatility Factor and Occam’s Razor; Is Your Equity Hedge Fund Portfolio Resilient Enough for Uncertain Times?; and more...

• The Benefits of Dynamic Value Investing (Behavioral Value Investor)

• Yield Is Not Return (Verdad)

• The Low-Volatility Factor and Occam’s Razor (Enterprising Investor)

• Is Your Equity Hedge Fund Portfolio Resilient Enough for Uncertain Times? (AQR)

• Challenging the Foundation of Asset Pricing Theory with Andrew Chen and Alejandro Lopez-Lira (📺 Excess Returns)

• Want to Be a Great Fund Manager? Don’t Study Finance (Klement on Investing)

• Cash May Not Be King Much Longer (Amundi)

• For The Person Who Has Everything (Sapient Capital)

• Managed Futures Simplified: The Impact of Selective Factor Analysis (DBi)

• Defensive Trend (Return Sources)

• A Voting Machine or a Weighing Machine? (Outcast Beta)

• The Road Ahead: Regime-Based Investing (Man Institute)

• Clayton Gillespie - A Fundamental View of Quant Equity (🎧 Flirting with Models)

• Finding Focus (🎧 Hidden Brain)

• How to Model Features as Expected Returns (Robot Wealth)

• Asset Embeddings by Gabaix et al. (SSRN)

• Why Not Low Turnover Instead of 50/50 for Strategic Rebalancing? by Jamet (SSRN)

• Mean-Variance Optimization of Factors and the Cross-Section of Stock Returns by Lalwani (SSRN)