1/ A quick thread highlighting some of my favorite papers of the year, picking just one paper per month based upon when they were published!
(Warning: There will be a quant skew to this)
(Warning: There will be a quant skew to this)
2/ JANUARY
@vol_christopher's The Allegory of the Hawk and the Serpent: How to Grow and Protect Wealth for 100 Years
https://artemiscm.docsend.com/view/taygkbn
@vol_christopher's The Allegory of the Hawk and the Serpent: How to Grow and Protect Wealth for 100 Years
https://artemiscm.docsend.com/view/taygkbn
2/ FEBRUARY
@verdadcap's Crisis Investing: How to Maximize Returns During Market Panics
https://static1.squarespace.com/static/5db0a1cf5426707c71b54450/t/5e57b290304a016161c46d62/1582805651161/Crisis+Investing+-+Verdad+Advisers+Ebook.pdf
@verdadcap's Crisis Investing: How to Maximize Returns During Market Panics
https://static1.squarespace.com/static/5db0a1cf5426707c71b54450/t/5e57b290304a016161c46d62/1582805651161/Crisis+Investing+-+Verdad+Advisers+Ebook.pdf
3/ MARCH
Everything on Twitter.
Twitter was an astoundingly good resource for information and data during March.
Everything on Twitter.
Twitter was an astoundingly good resource for information and data during March.
4/ APRIL
@paradoxinvestor's Equity Styles and the Spanish Flu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3564688
@paradoxinvestor's Equity Styles and the Spanish Flu
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3564688
5/ MAY
@CliffordAsness's Is (Systematic) Value Investing Dead?
https://www.aqr.com/Insights/Perspectives/Is-Systematic-Value-Investing-Dead
@CliffordAsness's Is (Systematic) Value Investing Dead?
https://www.aqr.com/Insights/Perspectives/Is-Systematic-Value-Investing-Dead
6/ JUNE
@GestaltU's Risk Parity: Methods and Measures of Success
https://investresolve.com/risk-parity-methods-and-measures-of-success-lp/
@GestaltU's Risk Parity: Methods and Measures of Success
https://investresolve.com/risk-parity-methods-and-measures-of-success-lp/
7/ JULY
Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3646431
Contagious Margin Calls: How COVID-19 Threatened Global Stock Market Liquidity
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3646431
8/ AUGUST
@longtailalpha's Monetization Matters: Active Tail Risk Management and The Great Virus Crisis
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3668370
@longtailalpha's Monetization Matters: Active Tail Risk Management and The Great Virus Crisis
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3668370
9/ SEPTEMBER
@Jesse_Livermore's Upside-Down Markets: Profits, Inflation, and Equity Valuation in Fiscal Policy Regimes
https://osam.com/Commentary/upside-down-markets
@Jesse_Livermore's Upside-Down Markets: Profits, Inflation, and Equity Valuation in Fiscal Policy Regimes
https://osam.com/Commentary/upside-down-markets
10/ OCTOBER
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
https://www.nber.org/papers/w28028
Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds
https://www.nber.org/papers/w28028
12/ DECEMBER
Still reading...
So what great articles and papers did I miss?
Still reading...
So what great articles and papers did I miss?