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)