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)