Tuesdays are all about academic (and practitioner) literature at Abnormal Returns. You can check out last week’s edition including a look at whether zero data options are correctly priced.
Quote of the Day
"If you ask them [AI doomers] whether they are short the market, many will say there is no way to short the apocalypse. But of course you can benefit from pending signs of deterioration in advance."
(Tyler Cowen)
Trend following
- Why trend following is unique. (mrzepczynski.blogspot.com)
- If you want trend following returns just do trend following. (klementoninvesting.substack.com)
Research
- Want small cap exposure? Go microcap... (mailchi.mp)
- What ideal diversification looks like. (caia.org)
- AI is becoming table stakes for hedge funds. (alphaarchitect.com)
- European investors still prefer dividends over buybacks. (mailchi.mp)
- Should your portfolio consider your career? (papers.ssrn.com)
- Two factors that drive entrepreneurship. (klementoninvesting.substack.com)
- Why the CAPM still matters. (blogs.cfainstitute.org)
