| Books and Literature |
Author & Researcher |
| Global Economy Preview |
|
| AQR Library |
AQR Capital |
| Bill Gross Investment Outlook (Gross Outlook) |
Bill Gross |
| DoubleLine Capital Commentary |
DoubleLine Capital |
| ETF Site Report |
ETF.COM |
IMF
IMF | Latest Research
IMF | World Economic Outlook |
IMF |
| Template for Understanding Big Debt Crises |
Ray Dalio |
| Theoretical Statistics |
|
| Discovering Influential Variables: A Method of Partitions |
Herman Chernoff, Shaw-Hwa Lo, Tian Zheng |
Estimating the Theoretical Error Rate for Prediction
|
Herman Chernoff, Shaw-Hwa Lo, Tian Zheng, Adeline Lo |
Framework for Making Better Predictions by Directly Estimating Variables’ Predictivity
|
Adeline Lo, Herman Chernoff, Tian Zheng, and Shaw-Hwa Lo |
Interaction-Based Learning for High-Dimensional Data with Continuous Predictors
|
Chien-Hsun Huang |
| Why Significant Variables Aren’t Automatically Good Predictors |
Adeline Lo, Herman Chernoff, Tian Zheng, and Shaw-Hwa Lo |
| Machine Learning and Learning Algorithms |
|
| Computer Age Statistical Inference: Algorithms, Evidence and Data Science |
Bradley Efron and Trevor Hastie |
| Learning Processes in an Asymmetric Threshold Network |
Bradley Efron, Trevor Hastie |
| The MINIST Database: Yann LeCun Handwritten Digits Research |
Yann LeCun |
| Stanford Convolution Neuro Network |
Stanford Computer Science Department |
| Yann LeCun Publications |
Yann LeCun |
| Inspiring Blogs |
|
| Blog of Bogle (BOB) |
John Bogle |
| The Grumpy Economist |
John Cochrane |
| Idiosyncratic Whisk |
Kevin Erdmann |
| The Money Illusion |
Scott Sumner |
| Social Science |
|
| Colossus: Rise and Fall of American Empire |
Niall Ferguson |
| The Crowd: A Study of the Popular Mind |
Gustave Le Bon |
| Experience And Education |
John Dewey |
| The Feminine Mystique |
Betty Friedan |
| The Language Instinct: How the Mind Creates Language |
Steven Pinker |
| The Lives of the Twelve caesars |
Suetonias Tranquillis |
| The Magic of Reality |
Richard Dawkins |
| No Two Alike: Human Nature and Human Individuality |
Judith Rich Harris |
| Sapiens: A Brief history of Humankind |
Yuval Noah Harari |
| Natural Science |
|
| Infinitesimal: How a Dangerous Mathematical Theory Shaped the Modern World |
Amir Alexander |
| The Man of Numbers: Fibonacci’s Arithmetic Revolution |
Keith Devlin |
| Mathematics (Pure Math in Complex Analysis / Riemann Surfaces) |
|
| Complex Analysis |
Lars Ahlfors |
| A Course in Real Analysis |
John N. McDonald, Neil A. Weiss |
| Riemann Surfaces |
Hershel M. Farkas |
| Lectures on Riemann Surfaces |
Otto Forster |
| Auction Theory |
|
| Multiple-Object Auctions with Budget Constrained Bidders |
Jean-Pierre Benoit, and Vijay Krishna |
| Efficient Market Hypothesis |
|
| On the Impossibility of Informationally Efficient Markets |
Sanford J. Grossman; Joseph E. Stiglitz |
| Capital Asset Market |
|
| Capital Asset Prices: A theory of market equilibrium under conditions of risk |
William F. Sharpe |
| The Capital Asset Pricing Model: Some Empirical Tests |
Michael C. Jensen, Fischer Black, and Myron S. Scholes |
| Predicting Financial Distress of Companies |
Edward Altman |
| Interpreting Risk Premia Across Size, Value, and Industry Portfolios |
Ravi Bansal, Robert F. Dittmar, and Christian T. Lundblad |
| A Critique of the Asset Pricing Theory Tests |
Richard Roll |
| Do Industries Explain Momentum? |
Tobias J. Moskowitz and Mark Grinblatt |
| Does the Stock Market Overreact? |
Werner F. M. De Bondt and Richard Thaler |
| The Other Side of Value: The Gross Profitability Premium |
Robert Novy-Marx |
| The Cross-Section of Volatility and Expected Return |
Andrew Ang, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang |
| Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers |
Joseph D. Piotroski |
| The Pricing of Options and Corporate Liabilities |
Fischer Black and Myron Scholes |
| Investment Management |
|
| BlackRock Research Archive |
BlackRock Library |
| The Clash of the Cultures: Investment vs. Speculation |
John C. Bogle, Arthur Levitt Jr. |
| How the Economic Machine Works (PDF)* |
Ray Dalio |
| Security Analysis (The Classic 1934 Edition) |
Benjamin Graham and David Dodd |
| Principles |
Ray Dalio |
| Macroeconomics |
|
| A Continuous- Time Version of the Principal: Agent Problem |
Yuliy Sannikov |
| A Monetary History of the United States, 1867-1960 |
Milton Friedman, Anna Jacobson Schwartz |
| Systemic Illiquidity in the Federal Funds Market |
Adam B. Ashcraft and Darrell Duffie |
| Trade Dynamics in the Market for Federal Funds |
Gara Afonso and Ricardo Lagos |
| Over-the-counter markets |
Duffie, Darrell, Nicolae Garleanu, and Lasse Heje Pedersen |
| Securitization |
Gary B. Gorton and Andrew Metrick |
| Sluggish Inflation Expectations: A Markov Chain Analysis |
Narayana R. Kocherlakota |
| Global Market: Theory and Evidence |
|
| Brazil in Crisis |
Campbell R. Harvey, Christian Lundblad, and Diego Valderrama |
| Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets |
Ravi Bansal and Christian T. Lundblad |
| The Rise and Fall of Nations: Forces of Change in the Post-Crisis World |
Ruchir Sharma |
