How do you find academic papers on topics you're interested in?
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Yeah, there are some papers that are "blah." It's the papers that question the status quo view that's published in textbooks and the media that are more interesting.
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This one is interesting: it takes textbook MV optimization, the problems of which have been beaten to death (sensitive to inputs, inputs aren't stable, returns aren't IID, etc) and just uses better inputs. Not surprising, but cool nonetheless.
@GestaltUhttps://twitter.com/ReformedTrader/status/1155151974892879875 …
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