History Class
- Efficient Frontier Markowitz, 1952
- The Capital Asset Pricing Model Treynor, 1962, Sharpe 1964, Linter 1965
- Margin CAPMBlack, 1972
- Arbitrage Pricing(APT)Ross, 1976
- The Three-factor modelFama and French, 1993
Investment Practice and Capital Markets
- Ang, Goetzmann, Schaefer, 2009, Evaluation of Active Management of Norwegian Government Pension Fund Global
Papers
- Evaluation of Active Investment
- Lewellen, J. (2011). Institutional investors and the limits of arbitrage. Journal of Financial Economics, 102(1), pp.62-80.
- Edelen, R., Ince, O. and Kadlec, G. (2014). Institutional Investors and Stock Return Anomalies. SSRN Electronic Journal.
- Akbas, F., Armstrong, W., Sorescu, S. and Subrahmanyam, A. (2015). Smart money, dumb money, and capital market anomalies. Journal of Financial Economics, 118(2), pp.355-382.
- Calluzzo, P., Moneta, F. and Topaloglu, S. (2015). Anomalies are Publicized Broadly, Institutions Trade Accordingly, and Returns Decay Correspondingly.
Diversification
- Why Not 100% Equities Clifford AsnessDive
- The 5 Percent SolutionClifford Asness and Antti IImanen
Demystify Hedge Fund (Alpha)
- The Great Divide Asness and Liew, 2014Market Efficiency
- Buffet's Alpha, Frazzini, Kabiller, Pedersen, 2018
- Do Hedge Fund Hedge Asness, Krail, LiewCharacters of Risk and Return in Risk ArbitrageMIchell, Pulvino
- An Alternative Future: Part IAsness, 2004a
- Evaluation of Active Management of Norweign Government Pension Fund GlobalAng, Goetzmann, Schaefer, 2009
- Demystifying CTAsHurst, Ooi, Pedersen, 2013
Factor to Real World
- The Devil in HML DetailsAsness, FrazzniHML
- Fact, Fiction and Momentum InvestingAsness, Frazzini, Israel, Moskowitz
- Fact, Fiction and Value Investing, Asness, Frazzini, Israel
- Craftsmanship Alpha,Israel, Jiang, Ross