Weekend Reads - May 11, 2024

Lucky vs. Repeatable; Minimizing the Risk of Cross-Sectional Momentum Crashes; Factor Investing Is Dead, Long Live Factor Investing!; and more...

• Lucky vs. Repeatable (Collaborative Fund)

• Minimizing the Risk of Cross-Sectional Momentum Crashes (Alpha Architect)

• Factor Investing Is Dead, Long Live Factor Investing! (Finominal)

• Managing Regret Risk: The Role of Asset Allocation (Enterprising Investor)

• Excellence is Overrated (Market Sentiment)

• Kenneth French Reveals: Most Dangerous Investor Fallacies (📺 The Meb Faber Show)

• Don’t Let the Drawdown Get You Down (Methods to the Madness)

• Does a Stock’s Price Influence Its Risk Profile? (Enterprising Investor)

• International Intangible Value (Sparkline Capital)

• The Man Who Killed Google Search (Where's Your ED At)

• Cliff Asness: Timely & Timeless Investment Wisdom (🎧 The Meb Faber Show)

• Valuation Multiples. What They Miss, Why They Differ, and the Link to Fundamentals (Morgan Stanley)

• Why I Don’t Invest in Real Estate (Uncharted Territories)

• Inflation Revisited (Verdad)

• Selling Volatility (Quantitative Research and Trading)

• Volatility-Managed Volatility Trading by Yang (SSRN)

• Can ChatGPT Generate Stock Tickers to Buy and Sell for Day Trading? by Cho (SSRN)

• Continuation Funds: Performance and Determinants, 2018-2022 Vintages by Gottschalg (SSRN)