This is a summary of links featured on Quantocracy on Sunday, 08/21/2016. To see our most recent links, visit the Quant Mashup. Read on readers!
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Finding Alpha pdf [Falkenblog]My book The Missing Risk Premium is a steal at only $15, but my first book, Finding Alpha, is a $65, which is a bit much for anyone not expensing their books. Finding Alpha goes over why the current asset pricing model fails, with lots of evidence, explains why economists still like it, and then in chapters 10-13 shows concrete examples of how investors have actually found alpha. The risk begets