• Why Not 100% Equities
  Clifford S. Asness
  
• Risk Parity: Why We Lever
  Clifford S. Asness
  
• A Comparison of Tail Risk Protection Strategies in the U.S. Market
  Robert Benson, Robert K. Shapiro, Dane Smith, Ric Thomas
  
• Owners Capitalism vs. Managers Capitalism
  John C. Bogle
  
• Common risk factors in the returns on stocks and bonds
  Eugene F. Fama, Kenneth R. French
  #portfolio
  
• The Hedge Fund Game: Incentives, Excess Returns, and Performance Mimics
  Dean P. Foster, H. Peyton Young
  
• Tail Risk Hedging: Contrasting Put and Trend Strategies
  Antti Ilmanen, Ashwin Thapar, Harsha Tummala, Dan Villalon
  #tail-hedging
  
• The Capital Asset Pricing Model: Some Empirical Tests
  Michael C. Jensen, Fischer Black, Myron S. Scholes
  #capm
  
• Trend and Value - a Dynamic Duo
  Ewan Kirk
  #portfolio-management #trend #momentum #systematic
  
• The Case for Not Currency Hedging Foreign Equity Investments: A U.S. Investor’s Perspective
  Catherine LeGraw
  #currency
  
• Risk Parity, Risk Management and the Real World
  Michael Mendelson, Adam Berger, Daniel Villalon
  #risk-parity #portfolio-management
  
• Time series momentum
  Tobias J. Moskowitz, Yao Hua Ooi, Lasse Heje Pedersen
  #trend
  
• The End of Dollar Hegemony
  Ron Paul
  #economics #dollar #gold
  
• Capital Asset Prices: a Theory of Market Equilibrium under Conditions of Risk
  William F. Sharpe
  #capm
  
• Why Do People Still Invest in Hedge Funds?
  Mark Spitznagel
  #tail-hedging
  
• Chasing Your Own Tail (Risk), Revisited
  Ashwin Thapar, Lars Nielsen, Daniel Villalon
  #tail-hedging
  
• The Kelly Criterion in Blackjack Sports Betting, and the Stock Market
  Edward O. Thorp
  
• Is ESG a Factor?
  John West, Ari Polychronopoulos
  #esg, factors
  

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