This is a summary of links featured on Quantocracy on Sunday, 03/13/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
-
Understanding Modern Portfolio Construction (h/t @AbnormalReturns) [Pragmatic Capitalism]My newest research paper, Understanding Modern Portfolio Construction, is available on SSRN. This paper is the culmination of years of work and I consider it to be the most important piece of research Ive published. I wrote this paper in much the same way that I wrote my paper, Understanding the Modern Monetary System, however, since Im not an academic economist, this paper is more along the