Weekend Reads - Oct 28, 2023
Linking The Drivers of Total Returns to Fundamentals; Time Diversification Works Eventually; Why The Post-earnings Announcement Drift Happens; Demystifying Equity Market Neutral Investing; and more...
Linking The Drivers of Total Returns to Fundamentals (Morgan Stanley)
Time Diversification Works (Eventually) (Outcast Beta)
Why The Post-earnings Announcement Drift Happens (Klement on Investing)
Demystifying Equity Market Neutral Investing (Simplify)
In Defense of 60/40 Portfolio (Demystifying Markets)
Aging Population Affects Economic Growth but Not Stock Returns (Morningstar)
Which Alternative Risk Premia Strategies Works as Diversifiers? (Quantpedia)
Shorting Socialism (Verdad)
A Simple Demonstration of Return Vs Volatility (Party at the Moontower)
Share Cannibals - Why They Are Attractive, And Where To Find Them (Investment Talk)
Commodities in an Age of Scarcity (📺 Simplify Asset Management)
Grants 40th Anniversary: "Rates Can Never Rise" (Redux) 10-3-23 (📺 DoubleLine Capital)
Aswath Damodaran - Making Sense of the Market Pt. 2 (🎧 Invest Like the Best with Patrick O'Shaughnessy)
Good Intentions, Perverse Outcomes: The Impact of Impact Investing (📺 Aswath Damodaran)
Dimensions of Mistakes in Investing by Mr. Utpal Sheth (🎧 CFA Society India Podcast)
Twenty Years of Time Series Econometrics in Ten Pictures by Stock and Watson (AEA)
The Undrawn Credit Line Premium by YU (SSRN)
Factor Zoo (.zip) by Swade et al. (SSRN)