How do you find academic papers on topics you're interested in?
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Replying to @ReformedTrader
I've never once come across an academic paper where I'm like "wow, that's such great knowledge" - most of the good stuff isn't in academia.
1 reply 0 retweets 1 like -
Replying to @Molson_Hart
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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Replying to @ReformedTrader @Molson_Hart
Darren Retweeted Darren
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 …Darren added,
Darren @ReformedTrader1/ Adaptive Asset Allocation: A Primer (Butler, Philbrick, Gordillo, Varadi) "Estimates of parameters for portfolio optimization based on long-term observed average values are inferior to estimates based on observations over much shorter time frames." https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2328254 … pic.twitter.com/DpseNAur6sShow this thread1 reply 0 retweets 1 like
Still not for me, but thanks for the example.
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