Weekend Reads - Nov 16, 2024
Partisan Investing; Bloated Balance Sheets in Japan; Markets Becoming More Efficient: The Disappearing Index Effect; Can Machines Build Better Stock Portfolios?; and more...
Partisan Investing (Sparkline Capital)
Bloated Balance Sheets in Japan (Verdad)
Markets Becoming More Efficient: The Disappearing Index Effect (Alpha Architect)
Can Machines Build Better Stock Portfolios? (AQR)
Trump Victory: Key Implications for Investors (Amundi)
Smart People Cooperate (Klement on Investing)
Long Thesis: American Superconductor (Citrini Research)
War and Peace and Zipf’s Law (Probably Overthinking It)
2025 Long-Term Capital Market Assumptions (JPM)
Trend-Following in High and Low Rate Regimes (Disciplined Systematic Global Macro Views)
Is Buffett Bearish? (Eagle Point Capital)
Verus 2025 Capital Market Assumptions (Verus)
The Tyranny of IRR: A Reality Check on Private Market Returns (Enterprising Investor)
How Could Machines Reach Human-Level Intelligence? (📺 Office of Global Engagement, IIT Madras)
Lognormal Stochastic Volatility (📺 Artur Sepp)
Expected EPS × Trailing P/E by Ben-David and Chinco (NBER)
Leveraging the Low-Volatility Effect by van der Linden et al. (SSRN)
Building Cross-Sectional Systematic Strategies By Learning to Rank by Poh et al. (arXiv)