Keynes the Stock Market Investor: A Quantitative Analysis

ArXiv ID: ssrn-2023011 “View on arXiv”

Authors: Unknown

Abstract

The consensus view of the influential economist John Maynard Keynes is that he was a stellar investor. We provide an extensive quantitative appraisal of his per

Keywords: Portfolio Performance, Quantitative Appraisal, Investment Strategy, Historical Analysis, Equities

Complexity vs Empirical Score

• Math Complexity: 4.0/10
• Empirical Rigor: 8.5/10
• Quadrant: Street Traders
• Why: The paper relies on historical archival data reconstruction and extensive backtesting of Keynes’ trades over 25 years, indicating high empirical rigor, but its mathematical modeling is primarily statistical tests and factor analysis rather than advanced theoretical derivations.

  flowchart TD
    A["Research Goal<br>Appraise Keynes's Stock Market Performance"] --> B{"Methodology<br>Quantitative Analysis"}
    B --> C["Data Inputs<br>Historical Portfolio Records"]
    C --> D["Computational Process<br>Performance Metrics & Risk Analysis"]
    D --> E["Key Findings<br>Consensus of Stellar Investor Verified"]