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)