This week I did some research program planning on hedge funds as strategic subcultures. Some recent material:
1. AQR Capital Management focuses on the momentum anomaly as an investment strategy (PDF).
2. The investor information for Goldman Sachs Asset Management LP contains some useful information (PDF).
3. AQR’s Cliff Asness and index fund pioneer Jack Bogle have a great discussion on active / passive management and pension fund investing.
4. BlackRock’s guide to Absolute Return investment strategies (PDF).
5. Nassim Nicholas Taleb talks with James Altucher about anti-fragility and uncertainty.
6. Slate’s John Swansburg dissects the American myth of the self-made man.
7. Wagner Award 2014 submissions to the National Association of Active Index Managers.
8. Trend-follower Michael Covel asks: Does momentum investing work?
9. Patrick O’Shaughnessy on two ways to improve the momentum strategy.