This is a summary of links featured on Quantocracy on Thursday, 10/14/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
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Meb’s Greatest Hits [Meb Faber]Weve been publishing papers, books and blog posts for over 15 years covering everything from asset allocation strategies and global value investing, to farmland investing, to startups, and even the question of whether or not institutions and endowments should just be managed by a robot. With thousands of pieces of content, we thought it was time to sift through them all and try to rank the
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What is the Optimal Gold Allocation in a Portfolio? [Quantpedia]Ray Dalio, the founder of Bridgewater Associates L.P. and the creator of the All-Weather investment strategy, recommends having some gold in a contemporary environment. He states, In a world of ongoing pressure for policymakers across the globe to print and spend, zero interest rates, tectonic shifts in where global power lies, and conflict, gold has a unique role in protecting portfolios.
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The Impact of ESG Scores on Asset Prices [Alpha Architect]Sustainable investing has grown substantially in recent years, demonstrating that investor demand can be driven by nonfinancial issues such as environmental (E), social (S), and governance (G) characteristics. A full list of our posts on ESG can be found here. The demand from investors who have a preference for investing based on their values could impact valuations and thus expected returns.