Weekend Reading – Amundi launches Factor ETFs & Historical return premia across asset classes
Weekend Reading is a collection of Investment Research and Lifestyle topics from all corners of the Web. We source the highest quality insights from Wall Street and Main Street that you may apply to your investment process. Unlike the rest of Bankeronwheels.com, this series is provided without additional guidance. As usual, everything is to be used at your own risk. Below is the type of content we shortlist:
The entire point of money is to take chances on dreams that seem crazy to most but feel like destiny to you
Featured
Bankeronwheels.com Broker Review Methodology (Banker on Wheels)
When choosing a broker, investors face a myriad of considerations, from safety measures to fee structures and beyond. Bankeronwheels.com takes a unique approach to broker comparison, designed with the discerning investor in mind. Here’s how we guide you through making an informed decision: We Focus On Wise Investors, We Categorise Brokers Into 5 Groups, We Provide Safety Considerations –But, we have no safety sub-score.
Portfolio Construction
Asset Allocation
Historical return premia across the major asset classes—stocks, bonds, and real assets—over the very long run (Chambers, Dimson, Ilmanen, Rintamäki)
The literature on long-run asset returns has continued to grow steadily, particularly since the start of the new millennium. We survey this expanding body of evidence on historical return premia across the major asset classes—stocks, bonds, and real assets—over the very long run. In addition, we discuss the benefits and pitfalls of these long-run data sets and make suggestions on best practice in compiling and using such data.
Understand Financial Markets
As Bridgewater launches a Risk Parity ETF: What is risk parity? (Replay - FT)
Risk parity has been one of the trendiest investment strategies. Soon, the most popular strategy from Bridgewater will come in ETF format. But what exactly is risk parity and how does it work in practice? In an older FT Video, Robin Wigglesworth explains.
How To Invest
Active Investing
Factor Investing
In this episode of Excess Returns, we sit down with AQR founder Cliff Asness for a fascinating discussion about market efficiency, behavioral finance, and the future of quantitative investing. In this wide-ranging conversation, we explore Cliff's recent paper "The Less Efficient Market Hypothesis" and discuss why markets might actually be becoming less efficient over time, despite advances in technology – a counterintuitive but compelling argument. We dig into how social media and constant connectivity might be making markets more prone to extremes, the real impact of passive investing, and why periods of market irrationality might last longer than ever before.
- How Misunderstanding Factor Models Set Unreasonable Expectations for Smart Beta (jlem)
- A Historical Perspective on Factor Index Performance across Macroeconomic Cycles (S&P Dow Jones)
- CTA index replication and the curse of dimensionality (Rob carvers)
- Joint Multi-Factor Screens, Commodity Trend & EBIT-to-TEV (Alpha Architect)
Discretionary Investing
- What Does a Once-in-a-Generation Investment Opportunity Look Like? (CAIA Association)
- Escaping the Benchmark Trap: A Guide for Smarter Investing (CFA Institute)
- Aswath Damodaran on Sugar Daddies, The Magnificent Seven & The Art of Selling Stocks (Meb Faber)
- Economic Moats and Stock Performance: Is Warren Buffett wrong? (SSRN)
Sustainable Investing
Alternative Asset Classes
Wall Street
Bad Bets
ETFs
UCITS ETFs
Robeco Factor ETFs - Investing Approach (Robeco Qauntitative Investing)
Measuring factor exposure can be problematic if the toolkit is based on generic factor definitions rather than enhanced factor definitions that are designed to earn superior risk-adjusted returns. In this white paper, we show that factor investments which appear unbalanced when viewed through a generic factor lens can actually represent a well-balanced and profitable combination in terms of exposure, risk, and performance when viewed through the relevant factor lens.
US ETFs
Wealth Management
Personal Finance
Advertisement
COMPARE THE BEST BROKERS
- Unique & Comprehensive Methodology
- Absolute Scores Across All Brokers
- Category Rankings
- Each Week New Broker Reviews From The UK & Europe
- Exclusive Bonuses When You Open An Account
Reviewed by Bankeronwheels.com
Advertisement
(Early) Retirement
I had the pleasure of speaking with Bill Bengen, creator of the "4% Rule" for retirement planning. I figured it was time we had a chat to clear up some misconceptions. For those unfamiliar, the 4% Rule, developed by Bill in the 1990s, suggests that traditional retirees (around age 65) can safely withdraw 4% of their retirement portfolio in the first year—adjusted for inflation in subsequent years—without running out of money over a 30-year period.
Financial Advice
Design Your Lifestyle
Personal Development
I answer questions on how I’ve changed my mind around parenthood, what’s next for me and how I am thinking about next steps, how I find joy, how to live with urgency, my advice for career reinvention in the age of AI, avoiding complacency, my shift in perspective on parenting and fatherhood, breaking through periods of feeling unsuccessful, exploring the fringes and growing personally over the past decade, and much, much more.
Health & Wellness
Careers & Entrepreneurship
Travel
Cycling In Japan – 2 Secret Maps, Best Islands and Seasons. (Banker on Wheels)
Between 2019 and 2023, I spent close to a year in Japan. I cycled over 4,000 km from Hokkaido to Okinawa. Here are some tips on how you can make the best of your trip to the country of the rising sun. When to go. Where to go. For a cyclist, they are much more enjoyable than Honshu. There is a trade-off between exploring the best cultural centres and great cycling.
Tech & Economy
Economy
Tech & Science
And Finally
On These Questions, Smarter People Do Worse (Veritasium)
Being better at math can make you worse at math problems, and it’s completely rational. This research paper has fascinated me for years. Include: The skin cream question, How politics influences our reasoning, The gun control question, Are people rational decision makers, Why people think tribally, What can we do about political polarisation?
Good Luck and Keep’em* Rolling!
(* Wheels & Dividends)
Trade Wars, Real Wars, but Equities Close To All-Time Highs: Is It A Good Time To Invest?
7 Reasons Why Japan May Be Your Next Cycling Adventure
Nomads in 2026: Genki vs SafetyWing – Which Travel Insurance Wins?
How You Can Cycle The World – A Practical Guide
Weekend Reading – Vanguard Cuts Fees across 15 ETFs & IBKR launches prediction markets
🤔 Wondering why finding honest Investing Guidance is so difficult? That’s because running an independent website like ours is very hard work. If You Found Value In Our Content And Wish To Support Our Mission: