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2021-44 weekly bits and bites

Calculating a customized inflation rate is better than using a blunt measure like CPI.

You can get closer to a personal inflation rate by looking at your actual spending in each of the major categories and blending that with the inflation we’re seeing in those areas. On this spreadsheet, you can input your spending in each of the major categories, then calculate a personalized inflation rate that incorporates inflation by spending category.

(5min _ Morningstar)

Risking, Fast and Slow

There are two kinds of risks in investing and in life—fast risk and slow risk.

In the ancestral environment the bias against fast risk was helpful. But for investors today, it can sometimes do more harm than good. Because a bias against fast risk means a bias against the very assets that we need to help us build wealth in the long run. Nowhere is this more evident than when examining the risk characteristics of different asset classes over time.

(7min _ OfDollarsAndData)

The Top 100 Companies of the World: The U.S. vs Everyone Else

When it comes to breaking down the top 100 companies of the world, the United States still commands the largest slice of the pie.

Throughout the 20th century and before globalization reached its current peaks, American companies made the country an economic powerhouse and the source of a majority of global market value.

(5min _ VisualCapitalist)

Jim Chanos: China’s “Leveraged Prosperity” Model is Doomed. And That’s Not the Worst.

During the Global Financial Crisis [GFC], what brought us to our knees was the liability side of the banks’ books. They couldn’t roll over the loans to each other because no one trusted the assets. Here, it’s the assets. I think that if they try to inflate it again, if they try to bail it out again, we’re only going to be right back in this soup in another two or three years, with even bigger problems.

…But I think that the impact might be more political than financial. That’s what worries me.

(7min _ ineteconomics.com)

A History of Wealth Creation in the U.S. Equity Markets

Investors seem to like buying lottery tickets

This finding demonstrates just how great the uncompensated risk is that investors who buy individual stocks (or a small number of them) accept—risks that may be diversified away without reducing expected returns. Bessembinder concluded that his results help explain why active strategies, which tend to be poorly diversified, most often lead to underperformance.

(9min _ alpha architect)

When Stock-Bond Diversification Fails

Managing inflation risk in investor portfolios

We evaluate the sensitivity of traditional markets to inflation, showing potential underperformance in environments of rising or surprisingly high inflation. … Lastly, we identify two strategies offering potential outperformance during both upside and downside inflation surprises – price trend following and macro momentum. (White Paper by Ashwin Thapar, Thomas Maloney and Alfie Brixton)

(>20min _ White Paper by Ashwin Thapar, Thomas Maloney and Alfie Brixton _ AQR)

“Of the fifty-odd biases discovered by Kahneman, Tversky, and their successors, forty-nine are cute quirks, and one is destroying civilization. This last one is confirmation bias – our tendency to interpret evidence as confirming our pre-existing beliefs instead of changing our minds.”

_ Julia Galef

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