AHL - CTA as Fixed Income Hedge.pdf
AHL - Dangers of Following the Consensus.pdf
AHL - Dissecting Investment Strategies in the Cross Section and Time Series.pdf
AHL - Equity Trading - The Trouble With Value.pdf
AHL - Evolution.pdf
AHL - Explaining Momentum.pdf
AHL - Is Momentum Behavioural.pdf
AHL - Is There Alpha in FX.pdf
AHL - Next Edge AHL Fund Presentation.pdf
AHL - Overfitting.pdf
AHL - Rebalancing.pdf
AHL - Trend Following - Equity and Bond Crisis Alpha.pdf
AHL - Trend Following and Quant Multi Strategy.pdf
AHL - Volatility.pdf
Man Group - Analyst Presentation 2015-07.pdf
Man Group - Analyst Presentation 2016-10.pdf
Man Group - Global Presentation.pdf
Man Group - Why Has it Taken Another Crisis to Recognize the Benefits of Managed Futures.pdf
AQR - A Data Science Solution to the Multiple-Testing Crisis in Financial Research.pdf
AQR - A Half Century of Macro Momentum.pdf
AQR - A New Core Equity Paradigm.pdf
AQR - Active and Passive Investing The Long Run Evidence.pdf
AQR - Active vs Passive Investing Companion.pdf
AQR - An Old Friend - The Stock Market Shiller PE.pdf
AQR - Asset Allocation in a Low Yield Environment.pdf
AQR - Buffett's Alpha.pdf
AQR - Building a Better Alternatives Portfolio.pdf
AQR - Building a Better Commodities Portfolio.pdf
AQR - Building a Better Core Equity Portfolio.pdf
AQR - Building a Better Deep Value Portfolio.pdf
AQR - Building a Better Equity Market Neutral Strategy.pdf
AQR - Building a Better Global Macro Portfolio.pdf
AQR - Building a Better Long Short Equity Portfolio.pdf
AQR - Capital Market Assumptions 2014.pdf
AQR - Capital Market Assumptions 2015.pdf
AQR - Capital Market Assumptions 2016.pdf
AQR - Capital Market Assumptions 2017.pdf
AQR - Capital Market Assumptions 2018.pdf
AQR - Capital Market Assumptions 2019.pdf
AQR - Climate Change and Hurricane Loss.pdf
AQR - Commodities for the Long Run.pdf
AQR - Covered Call Strategies One Fact and Eight Myths.pdf
AQR - Covered Calls Uncovered.pdf
AQR - Covering the World Global Evidence on Covered Calls.pdf
AQR - Credit Implied Volatility.pdf
AQR - Demystifying Illiquid Assets - Expected Returns for Private Equity.pdf
AQR - Demystifying Illiquid Assets - Expected Returns for Private Real Estate.pdf
AQR - Exploring Rates Sensitivity.pdf
AQR - Factor Investing and Risk Premia Oct 2016.pdf
AQR - Factor Momentum Everywhere.pdf
AQR - Fixed Income Styles.pdf
AQR - Global Macro Fund Prospectus.pdf
AQR - Long Horizon Predictability - A Cautionary Tale.pdf
AQR - Long Only Style Investing Dont Just Mix Integrate.pdf
AQR - Risk Parity, Risk Management and the Real World.pdf
AQR - Risk Without Reward The Case for Strategic FX Hedging.pdf
AQR - Style Investing Fixed Income Markets (2018).pdf
AQR - Style Investing Fixed Income Markets.pdf
AQR - Style Premia and Bond Returns.pdf
AQR - Superstar Investors II - Woodford and Smith.pdf
AQR - Superstar Investors III - Parames.pdf
AQR - Superstar Investors.pdf
AQR - Systematic Credit Investing.pdf
AQR - Tail Hedging Strategies.pdf
AQR - The Illusion of Active Fixed Income Diversification.pdf
AQR - Trading Costs.pdf
AQR - Trend Following Strategies in TargetDate Funds.pdf
AQR - Trend Following and Other Pervasive Investment Styles in Futures Markets.pdf
AQR - Trend Following and Rising Rates.pdf
AQR - Trend Following in Focus - September 2018.pdf
AQR - Understanding Risk Parity.pdf
AQR - Understanding the Volatility Risk Premium.pdf
AQR - Which Trend Is Your Friend.pdf
AQR University - Building A Diversified Alternatives Portfolio.pdf
AQR University - Innovations in Trend Following.pdf
AQR University - Opportunities in Arbitrage.pdf
Borio, McCauley, McGuire and Sushko - Covered Interest Parity Lost - Understanding the Cross Currency Basis.pdf
Pedersen - Frictional Finance.pdf
Schleifer and Summers - The Noise Trader Approach to Finance.pdf
Schleifer and Vishny - The Limits of Arbitrage.pdf
Aspect Capital - Advantages of Systematic Investing.pdf
Aspect Capital - Concentration, Correlation and CTAs.pdf
Aspect Capital - Financial Repression is Back.pdf
Aspect Capital - Is this time Different.pdf
Aspect Capital - Just a One Trick Pony.pdf
Aspect Capital - Managed Futures and Risk Mitigation.pdf
Aspect Capital - Managing Expectations while Managing ARP Strategies.pdf
Aspect Capital - Presentation 2005-09.pdf
Aspect Capital - Re-examining the Case for Managed Futures.pdf
Aspect Capital - The Art of Simulation.pdf
Aspect Capital - Time Series Momentum and Macroeconomic Risk.pdf
Aspect Capital - Trend Following - Quality not Quantity.pdf
Aspect Capital - What to do in a Drawdown.pdf
Barberis, Huang and Santos - Prospect Theory and Asset Prices.pdf
Charlie Munger - The Psychology of Human Misjudgment.pdf
Thaler and Johnson - The Effects of Prior Outcomes on Risky Choice.pdf
Asness , Frazzini and Pedersen - Leverage Aversion and Risk Parity.pdf
Frazzini and Pedersen - Betting Against Beta.pdf
Frazzini and Pedersen - Embedded Leverage.pdf
Lenny Baum.pdf
Bridgewater - All Weather - Engineering Targeted Returns and Risks.pdf
Bridgewater - All Weather - Our Thoughts about Risk Parity and All Weather.pdf
Bridgewater - All Weather - Portfolio Construction.pdf
Bridgewater - All Weather - Risk Parity is about Balance.pdf
Bridgewater - All Weather - Story.pdf
Bridgewater - Daily Observations 2003-03-25.pdf
Bridgewater - Daily Observations 2004-09-22.pdf
Bridgewater - Daily Observations 2006-06-22.pdf
Bridgewater - Daily Observations 2009-04-28.pdf
Bridgewater - Daily Observations 2011-11-15.pdf
Bridgewater - Daily Observations 2012-10-31.pdf
Bridgewater - Daily Observations 2014-11-14.pdf
Bridgewater - Daily Observations 2015-03-11.pdf
Bridgewater - Daily Observations 2015-07-21.pdf
Bridgewater - Daily Observations 2016-02-12.pdf
Bridgewater - Daily Observations 2016-04-05.pdf
Bridgewater - Daily Observations 2017-03-14.pdf
Bridgewater - How the Economic Machine Works 2015.pdf
Bridgewater - How the Economic Machine Works 2017.pdf
Bridgewater - Investing in a Low Return Environment.pdf
Bridgewater - Principles.pdf
Bridgewater - Productivity and Structural Reform - Why Countries Succeed and Fail.pdf
Bridgewater - San Joaquin Pension Fund Response.pdf
Bridgewater - South Carolina Retirement System Commission Meeting.pdf
Bansal and Yaron - Risks for the Long Run - A Potential Resolution of Asset Pricing Puzzles.pdf
Barr and Priestley - Expected Returns, Risk and Integration of International Bond Markets.pdf
Binsbergen and Koijen - Predictive Regressions - A Present Value Approach.pdf
Binsbergen, Brandt and Koijen - On the Timing and Pricing of Dividends.pdf
Binsbergen, Hueskes, Koijen and Vrugt - Equity Yields.pdf
Koijen, Moskowitz, Pedersen and Vrugt - Carry.pdf
UBS - Cross Asset Carry.pdf
AQR - Commodities for the Long Run.pdf
Basu and Miffre - Capturing the Risk Premium of Commodity Futures - The Role of Hedging Pressure.pdf
Bianchi - Carry Trades and Tail Risk.pdf
Borovkova and Geman - Seasonal and Stochastic Effects in Commodity Forward Curves.pdf
Cheng and Xiong - The Financialization of Commodity Markets.pdf
Chevallier and Sevi - A Fear Index to Predict Oil Futures Returns.pdf
David - Exploration Activity, Long Run Decisions and Roll Returns in Energy Futures.pdf
Erb and Harvey - Conquering Misperceptions about Commodity Futures Investing.pdf
Erb and Harvey - The Strategic and Tactical Value of Commodity Futures.pdf
Fernholz and Koch - The Rank Effect for Commodities.pdf
Gao and Suss - Market Sentiment in Commodity Futures Returns.pdf
Ghoddusi - Maturity Structure of Commodity Roll Strategies.pdf
Gorton and Rouwenhorst - Facts and Fantasies About Commodity Futures.pdf
Gorton, Hayashi and Rouwenhorst - The Fundamentals of Commodity Futures Returns.pdf
Gorton, Rouwenhorst and Bhardwaj - Facts and Fantasies and Commodity Futures Ten Years Later.pdf
Hevia, Petrella and Sola - Risk Premia and Seasonality in Commodity Futures.pdf
Hong and Yogo - Commodity Market Interest and Asset Return Predictability.pdf
Kang and Roongsangmanoon - Hedging Pressure, Delivery Risk and Risk Premiums in Futures Markets - Empirical Evidence.pdf
Kang, Rouwenhorst and Tang - A Tale of Two Premiums - The Role of Hedgers and Speculators in Commodity Futures Markets.pdf
Karstanje, van derl Wel and van Dijk - Common Factors in Commodity Futures Curves.pdf
Khan, Coker and Simin - Expected Commodity Futures Returns.pdf
Lin and Roberts - A Term Structure Model for Commodity Prices - Does Storability Matter.pdf
Mihaylov, Cheong and Zurbruegg - Can Security Analyst Forecasts Predict Gold Returns.pdf
Park - The Role of Canceled Warrants in the LME Market.pdf
Reeve and Vigfusson - Evaluating the Forecasting Performance of Commodity Futures Prices.pdf
Risk Premia and Seasonality in Commodity Futures.pdf
Roon, Goorbegh and Nijman - Anatomy of Futures Returns - Risk Premiums and Trading Strategies.pdf
Roon, Nijman and Veld - Hedging Pressure Effects in Futures Markets.pdf
Sorensen - Seasonality in Agricultural Commodity Futures.pdf
Szymanowska, Roon, Nijman and Goorbergh - An Anatomy of Commodity Futures risk Premia.pdf
Tang and Xiong - Index Investment and the Financialization of Commodities.pdf
Till - Sources or Return for CTAs and Commodity Indices.pdf
Till - Structural Positions in Crude Oil Futures Contracts.pdf
Till - The Amaranth Collapse.pdf
UBS - Commodity Roll Strategy.pdf
Willenbrock - Diversification Return, Portfolio Rebalancing and the Commodity Return Puzzle.pdf
Zaremba - Is Financialization Killing Commodity Investments.pdf
Zaremba - Portfolio Diversification with Commodities in Times of Financialization.pdf
Zaremba - Strategies Based on Momentum and Term Structure in Financialized Commodity Markets.pdf
G7 and Western Europe.pdf
Contrato_DI1_EN.pdf
Acharya - Liquidity Risk of Corporate Bond Returns.pdf
Asvanunt and Richardson - The Credit Risk Premium.pdf
Asvunant and Richardson - Systematic Credit Investing.pdf
Bai and Wu - Anchoring Credit Default Swap Spreads to Firm Fundamentals.pdf
Bai, Bali and Wen - Common Risk Factors in the Cross-Section of Corporate Bond Returns.pdf
Bai, Bali and Wen - Do the Distributional Characteristics of Corporate Bonds Predict Their Future Returns.pdf
Bai, Bali and Wen - The Cross-Section of Expected Corporate Bond Returns.pdf
Boyarchenko, Gupta, Steele and Yen - Trends in Credit Basis Spreads.pdf
Boyarchenko, Gupta, Steele and Yen - Trends in Credit Market Arbitrage.pdf
Chordia, Goyal, Nozowa, Subrahmanyam and Tong - Is the Cross-Section of Expected Bond Returns Influenced by Equity Return Predictors.pdf
Correia, Richardson and Tuna - Value Investing in Credit Markets.pdf
Ejsing, Grothe and Grothe - Liquidity and Credit Risk Premia in Government Bond Yields.pdf
Friewald and Nagler - Dealer Inventory and the Cross-Section of Corporate Bond Returns.pdf
JPMorgan - Credit Derivatives Workshop (2014).pdf
Jostova, Nikolova, Philipov and Stahel - Momentum in Corporate Bond Returns.pdf
Kim, Mahajan and Petkevich - Sources of Momentum in Bonds.pdf
Lehman Brothers - Credit Derivatives Explained.pdf
Lehman Brothers - Index Arbitrage - A Primer.pdf
Lehman Brothers - Modelling Credit - Theory and Practice.pdf
Lehman Brothers - Option Adjusted Spread of a Corporate Bond.pdf
Lehman Brothers - Up Front Credit Default Swaps.pdf
Lehman Brothers - Valuation of Credit Default Swaps.pdf
Li, Zhang and Kim - The CDS-Bond Basis Arbitrage and the Cross-Section of Corporate Bond Returns.pdf
Lin, Wu and Zhou - Trend Momentum Everywhere in the Corporate Bond Markets.pdf
Longstaff, Pan, Pedersen and Singleton - How Sovereign is Sovereign Credit Risk.pdf
Markit - CDS Pricing - Data Dictionary.pdf
Moodys KMV - EDF 8.0 model enhancements.pdf
Nashikkar and Pedersen - Corporate Bond Specialness.pdf
PIMCO - A Framework for Expected Returns in Credit Markets.pdf
Research Affiliates - Smart Beta Investing in Corporate Bonds.pdf
Ryan and Emergy - A Four-Factor Model for Selecting Corporate Bonds.pdf
SSGA - Extending Smart Beta to Fixed Income Investing.pdf
Credit Suisse Returns Yearbook 2016.pdf
Credit Suisse Returns Yearbook 2018.pdf
Accominotti and Chambers - If You're So Smart - John Maynard Keynes and Currency Speculation in the Interwar Years.pdf
Accominotti, Cen, Chambers and Marsh - Currency Regimes and the Carry Trade.pdf
Aloosh - Global Variance Risk Premium and Forex Return Predictability.pdf
Aloosh and Bekaert - Currency Factors.pdf
Anatolyev, Gospodinov, Jamali and Liu - Foreign Exchange Predictability during the Financial Crisis - Implications for Carry Trade Profitability.pdf
Ang and Chen - Yield Curve Predictors of Foreign Exchange Returns.pdf
BIS - Foreign Exchange Turnover in 2010.pdf
BIS - Foreign Exchange Turnover in April 2013.pdf
BIS - Foreign Exchange Turnover in April 2016.pdf
BIS - Foreign Exchange Turnover in April 2019.pdf
Bacchetta and Wincoop - Infrequent Portfolio Decisions - A Solution to the Forward Discount Puzzle.pdf
Barroso and Santa-Clara - Beyond the Carry Trade - Optimal Currency Portfolios.pdf
Boudoukh, Richardson, Thapar and Wang - Optimal Currency Hedging for International Equity Portfolios.pdf
Broll - The Skewness Risk Premium in Currency Markets.pdf
Broll - Using Option-Implied Information to Improve Currency Carry Trade Profits.pdf
Brunnermeier, Nagel and Pedersen - Carry Trade and Currency Crashes.pdf
Burnside, Eichenbaum and Rebelo - Carry Trade - The Gains of Diversification.pdf
Burnside, Eichenbaum and Rebelo - Carry Trade and Momentum in Currency Markets.pdf
Burnside, Eichenbaum and Rebelo - Do Peso Problems Explain the Returns to the Carry Trade.pdf
Burnside, Eichenbaum, Kleshchelski and Rebelo - The Returns to Currency Speculation.pdf
Challet, Chicheportiche, Lallouache and Kassibrakis - Trader Lead-Lag Networks and Order Flow Prediction.pdf
Cheung, Chinn and Pascaul - Empirical Exchange Rate Models - Are Any Fit To Survive.pdf
Citi - Quantiative Investment Strategies 2016 - FX Risk Premia Strategies.pdf
Citi - Quantitative Investment Strategies 2015.pdf
Clarida and Waldman - Is Bad News About Inflation Good News for the Exchange Rate.pdf
Dahlquist and Hasseltoft - Economic Momentum and Currency Returns.pdf
Dahlquist and Penasse - The Missing Risk Premium in Exchange Rates.pdf
Della Corte, Kozhan and Neuberger - The Term Structure of Implied Volatility and Volatility Risk Premia in the FX Market.pdf
Della Corte, Ramadorai and Sarno - Volatility Risk Premia and Exchange Rate Predictability.pdf
Della Corte, Riddiough and Sarno - Currency Premia and Global Imbalances.pdf
Della Corte, Sarno and Tsiakas - Economic Evaluation of Empirical Exchange Rate Models.pdf
Della Corts, Rime, Sarno and Tsiakas - (Why) Does Order Flow Forecast Exchange Rates.pdf
Deutsche Bank - Quant Macro Approach to EM FX Strategy.pdf
Du, Tepper and Verelhan - Deviations from Covered Interest Rate Parity.pdf
Engel - The Forward Discount Anomaly and the Risk Premium - A Survey of Recent Evidence.pdf
Fama - Forward and Spot Exchange Rates.pdf
Ford and Horioka - The Real Explanation of the PPP Puzzle.pdf
Hsu, Taylor and Wang - Technical Trading - Is it Still Beating the Foreign Exchange Market.pdf
Jorda and Taylor - Carry Trade and Fundamentals - Nothing to Fear But FEER Itself.pdf
Jurek - Crash Neutral Currency Carry Trades.pdf
Kohlscheen, Avalos and Schrimpf - When the Walk is Not Random - Commodity Prices and Exchange Rates.pdf
Kroencke, Schindler and Schrimpf - International Diversification Benefits with Foreign Exchange Investment Styles.pdf
Londono and Zhou - Variance Risk Premiums and the Forward Premium Puzzle.pdf
Lustig and Verdelhan - The Cross Section of Foreign Currency Risk Premia.pdf
Lustig, Roussanov and Verdelhan - Common Risk Factors in Currency Markets.pdf
Maurer, To and Tran - Optimal Factor Strategy in FX Markets.pdf
Meese and Rogoff - Empirical Exchange Rate Models of the Seventies - Do They Fit Out of Sample.pdf
Menkhoff, Sarno, Schmeling and Shrimpf - Carry Trades and Foreign Exchange Volatility.pdf
Menkhoff, Sarno, Schmeling and Shrimpf - Currency Momentum Strategies.pdf
Merrill Lynch - Currency Forecasting.pdf
Orlov, Dimic and Piljak - The Effect of Political Risk on Currency Carry Trades.pdf
Ornelas - Expected Currency Returns and Volatility Risk Premia.pdf
Pakko and Pollard - Burgernomics.pdf
Ready, Roussanov and Ward - Commodity Trade and the Carry Trade.pdf
Rogoff - The Purchasing Power Parity Puzzle (1996).pdf
Sarno and Schmeling - Which Fundamentals Drive Exchange Rates.pdf
State Street - The Next Generation of Behavioural FX Indicators.pdf
UBS - Where is Short-Term Value in FX (Part 3).pdf
UBS - Where is Value in EM FX (Part 2).pdf
UBS - Where is Value in G10 FX (Part 1).pdf
BIS - Covered Interest Parity Lost - Understanding the Cross-Currency Basis.pdf
BIS - The Dollar, Bank Leverage and the Deviation from Covered Interest Parity.pdf
BIS - The Failure of Covered Interest Parity - FX Hedging Demand and Costly Balance Sheets.pdf
Citigroup - Month End Effects in FX Forward Points.pdf
Du, Tepper and Verelhan - Deviations from Covered Interest Rate Parity.pdf
Krohn and Sushko - FX Spot and Swap Market Liquidity and the Effect of Window Dressing.pdf
Lehman Brothers - Interest Rate Parity, Money Market Swaps and Cross Currency Basis.pdf
Liao - Credit Migration and Covered Interest Parity.pdf
Rime, Schrimp and Syrstad - Segmented Money Markets and Covered Interest Parity Arbitrage (Final).pdf
Rime, Schrimp and Syrstad - Segmented Money Markets and Covered Interest Parity Arbitrage.pdf
Citi - The Volatility Risk Premium in FX.pdf
Deutsche Bank - Vanessa.pdf
James and Marsh - Volatility and the Cross Section of Returns on FX Options.pdf
Jensen and Pedersen - Early Option Exercise Never Say Never.pdf
DE Shaw - Stock Bond Correlation and its Implications for Investors.pdf
DB Quant Snaps - Carry.pdf
DB Quant Snaps - Trend.pdf
DB Quantcraft - Macro.pdf
DB Quantcraft - Options.pdf
DB Quantcraft - Riding Carry.pdf
DB Quantcraft - Trend.pdf
DB Quantcraft - Value.pdf
Colin Bennett - Dividend Swaps and Futures.pdf
Andreu, Swinkels and Tjong-A-Tjoe - Can Exchange Traded Funds Be Used to Exploit Country and Industry Momentum.pdf
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Bhojraj and Swaminathan - Macromomentum - Evidence of Predictability in International Equity Markets.pdf
Bollerslev, Marrone, Xu and Zhou - Stock Return Predictability and Variance Risk Premia - International Evidence.pdf
Bollerslev, Tauchen and Zhou - Expected Stock Returns and Variance Risk Premia.pdf
Brusa, Savor and Wilson - One Central Bank to Rule Them All - FOMC Announcement Premium.pdf
Buncic and Tischhauser - Macroeconomic Factors and Equity Premium Predictability.pdf
Cakmakli and Van Dijk - Getting the Most out of Macroeconomic Information for Predicting Stock Returns.pdf
Cassella and Gulen - Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables.pdf
Cenedese, Payne, Sarno and Valente - What Do Stock Markets Tell Us About Exchange Rates.pdf
Damodaran - Equity Risk Premiums - Determinants, Estimation and Implications 2016 Edition.pdf
Desrosiers, L'Her and Plante - Style Management in Equity Country Allocation.pdf
Dimitrov and Jain - Shiller's Cape - Market Timing and Risk.pdf
Fassas - The Relationship Between VIX Futures Term Structure and S&P500 Returns.pdf
Hazelkorn, Moskowitz and Vasudevan - Mispricing Premia.pdf
Imisiker and Tas - Traffic Congestion and Stock Returns.pdf
JPMorgan - Trading on Economic Data Releases - What Works - What Does Not.pdf
Kurov and Gu - Relief Rallies after FOMC Announcements - How Much Do Investors Care About Uncertainty.pdf
Li and Pritamani - Country Size and Country Momentum Effects in Emerging Markets.pdf
Li and Pritamani - Country Size and Country Momentum Effects in Emerging and Frontier Markets.pdf
Macedo - Country Selection Style.pdf
Mirza and Afzal - Size and Value Premium in International Portfolios - Evidence from 15 European Countries.pdf
Morgan Stanley - The Fed Meeting Valuation Premium.pdf
Muller and Ward - Momentum Effects in Country Equity Indices.pdf
Zaremba - Combining Equity Country Selection Strategies.pdf
Zaremba - Country Selection Strategies Based on Quality.pdf
Zaremba - Is There a Low Risk Anomaly Across Countries.pdf
Zaremba - Quality Investing and Cross Section of Country Returns.pdf
Zaremba - Risk-Based Explanation for the Country-Level Size and Value Effects.pdf
Zaremba - Sources of Return in the Index Futures Markets.pdf
Zaremba - The Momentum Effect in Country-Level Stock Market Anomalies (Appendix).pdf
Zaremba - The Momentum Effect in Country-Level Stock Market Anomalies.pdf
Zaremba and Konieczka - Are Value, Size and Momentum Premiums in CEE Emerging Markets Only Illusionary.pdf
Zaremba and Konieczka - Do Quantitative Country Selection Strategies Really Work.pdf
AQR - Fact, Fiction and Momentum Investing.pdf
Ang, Hodrick, Zing and Zhang - The Cross Section of Volatility and Expected Returns.pdf
Asness - Momentum in Japan.pdf
Asness - The Devil in HML Details.pdf
Asness, Frazzini and Pedersen - Low Risk Investing Without Industry Bets.pdf
Asness, Frazzini and Pedersen - Quality Minus Junk.pdf
Asness, Frazzini, Israel, Moskowitz and Pedersen - Size Matters If You Control Your Junk.pdf
Baker, Bradley and Wurgler - Benchmarks as Limits to Arbitrage - Understanding the Low Volatility Anomaly.pdf
Barberis and Huang - Stocks as Lotteries.pdf
Black - Beta and Return.pdf
Brennan and Li - Agency and Asset Pricing.pdf
Chabot, Ghysels and Jagannathan - Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets.pdf
Chabot, Ghysels and Jagannathan - Momentum Trading, Return Chasing and Predictable Crashes.pdf
Cohen, Polk and Vuolteenaho - Money Illusion in the Stock Market.pdf
Daniel, Klos and Rottke - Overpriced Winners.pdf
Falkenstein - Mutual Funds, Idiosyncratic Variance and Asset Returns.pdf
Fama and French - Dissecting Anomalies.pdf
FamaFrench - Five Factor Asset Pricing Model.pdf
Frazzini, Kabiller and Pedersen - Buffett's Alpha.pdf
Guo and Wei - Momentum Decomposition - Evidence from Emerging Markets.pdf
JPMorgan - Country Selection in Emerging Markets.pdf
Jacobs - What Explains the Dynamics of 100 Anomalies.pdf
Jegadeesh and Titman - Returns to Buying Winners and Selling Losers - Implications for Stock Market Efficiency.pdf
Rouwenhorst - International Momentum Strategies.pdf
Starmine - Price Momentum.pdf
UBS - Passive Opportunities for Active Investors.pdf
FactorModelForecastsOfExchangeRates_preview.pdf
AQR - Style Investing in Fixed Income Markets.pdf
Abhyankar, Klinkowska and Lee - Consumption Risk and the Cross-Section of Government Bond Returns.pdf
Amene, Malaise, Martellini and Sfeir - Evidence of Predictability in Bond Indices.pdf
Ang and Piazzesi - A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables.pdf
BIS - Covered Interest Parity Lost - Understanding the Cross-Currency Basis.pdf
Baker and Wurgler - Comovement and Predictability Relationships Between Bonds and the Cross-Section of Stocks.pdf
Barr and Priestley - Expected Returns, Risk and the Integration of International Bond Markets.pdf
Beekhuizen, Duyvesteyn, Martens and Zomerdijk - Carry Investing on the Yield Curve.pdf
Biari and Chincarini - Riding the Yield Curve - A Variety of Strategies.pdf
Boudoukh, Brooks, Richardson and Xu - The Complexity of Liquidity - The Extraordinary Case of Sovereign Bonds.pdf
Brooks, Katz and Lustig - Post-FOMC Announcement Drift in US Bond Markets.pdf
Buraschi, Piatte and Whelan - Expected Term Structures.pdf
Buraschi, Piatti and Whelan - The Cross-Section of Subjective Bond Risk Premia.pdf
CV - Carl Andreas Isaksson.pdf
Campbell - Some Lessons From The Yield Curve.pdf
Campbell and Shiller - A Simple Account of the Behaviour of Long Term Interest Rates.pdf
Campbell and Shiller - Yield Spreads and Interest Rate Movements - A Birds Eye View.pdf
Choudry - The Determinants of the Swap Spread.pdf
Choudry - The Futures Bond Basis (Part 1).pdf
Choudry - The Futures Bond Basis (Part 2).pdf
Choudry - The Futures Bond Basis (Part 3).pdf
Choudry - The Impact of Demand and Liquidity on the Information Content and Predictive Power of the Government Bond Yield Curve.pdf
Choudry - Understanding the Z-Spread.pdf
Citibank - Using Asset Swap Spreads to Identify Government Bond Relative Value.pdf
Dahlquist and Hasseltoft - International Bond Risk Premia.pdf
Dahlquist, Magnus, Hasseltoft and Henrik - International Bond Risk Premia.pdf
Diebold, Piazzesi and Rudebusch - Modeling Bond Yields in Finance and Macroeconomics.pdf
Dockner, Mayer and Zechner - Sovereign Bond Risk Premiums.pdf
Driesen, Mellenberg and Nijman - Common Factors in International Bond Returns.pdf
Durham - Momentum and the Term Structure of Interest Rates.pdf
Durham - What Can Bond Investors Borrow From Equity Quants.pdf
Duyvesteyn - Empirical Studies on Sovereign Fixed Income Markets.pdf
Duyvesteyn and Martens - Emerging Government Bond Market Timing.pdf
Ejsing, Grothe and Grothe - Liquidity and Credit Risk Premia in Government Bond Yields.pdf
Fama and Bliss - The Information in Long-Maturity Forward Rates.pdf
Fujii, Shimada and Takahashi - Construction of Multiple Swap Curves with and without Collateral.pdf
Galvani and Landon - Riding the Yield Curve - A Spanning Analysis.pdf
Henderson - Fixed Income Strategy - A Practitioner's Guide to Riding the Curve.pdf
Henrard - Interest Rate Modelling in the Multi Curve Framework.pdf
Homer - A History of Interest Rates.pdf
ISMA - Bond Markets - Structures and Yield Calculations.pdf
Ilmanen - Understanding the Yield Curve Part 1.pdf
Ilmanen - Understanding the Yield Curve Part 2.pdf
Ilmanen - Understanding the Yield Curve Part 3.pdf
Ilmanen - Understanding the Yield Curve Part 4.pdf
Ilmanen - Understanding the Yield Curve Part 5.pdf
Ilmanen - Understanding the Yield Curve Part 6.pdf
Ilmanen - Understanding the Yield Curve Part 7.pdf
IndexIQ - Fixed Income Momentum Investing.pdf
IndexIQ - Using Momentum Investing to Enhance Fixed Income Returns.pdf
Kortanek and Medvedev - A Synopsis on the Forward, Discount and Zero Interest Rate Functions.pdf
Lehman - Inflation Derivatives Primer.pdf
Lehman Brothers - Can Convexity Be Exploited.pdf
Lehman Brothers - Inflation Derivatives Primer.pdf
Lehman Brothers - Introduction to Asset Swaps.pdf
Lehman Brothers - Measures of Asset Swap Spreads and Their Corresponding Trades.pdf
Lehman Brothers - TIPS Valuation Framework.pdf
Lehman Brothers - The Short End of the Curve.pdf
Longstaff, Pan, Pedersen and Singleton - How Sovereign is Sovereign Credit Risk.pdf
Ludvigson and Ng - Macro Factors in Bond Risk Premia.pdf
Mankiw and Miron - The Changing Behaviour of the Term Structure of Interest Rates.pdf
Miffre - Conditional Risk Premia in International Government Bonds.pdf
Morgan Stanley - European Interest Rate Quantitative Strategies.pdf
Nematnejad - The TED Spread Trade - Illustration of the Analytics Using Bloomberg.pdf
OpenGamma - Bond Futures - Description and Pricing.pdf
Pancost - Zero-Coupon Yields and the Cross-Section of Bond Prices.pdf
Pienaar and Choudry - Fitting the Term Structure of Interest Rates - The Practical Implementation of Cubic Spline Methodology.pdf
Ron - A Practical Guide to Swap Curve Construction.pdf
Salomon Brothers - Principles of Principal Components.pdf
Salomon Brothers - Understanding Duration and Volatility.pdf
Salomon Brothers - Understanding Treasury Bond Futures.pdf
Shiller and McCulloch - The Term Structure of Interest Rates.pdf
Sushko, Borio, McCauley and McGuire - The Failure of Covered Interest Parity - FX Hedging Demand and Costly Balance Sheets.pdf
Yamada - Risk Premiums in the JGB Market and Application to Investment Strategies.pdf
Zaremba - Performance Persistence of Government Bond Factor Premia (Appendix).pdf
Zaremba - Performance Persistence of Government Bond Factor Premia.pdf
Zaremba and Czapkiewicz - The Cross Section of International Government Bond Returns.pdf
Zaremba and Schabek - Seasonality in Government Bond Returns and Factor Premia.pdf
de Carvalho, Dugnolle, Lu and Moulin - Low Risk Anomalies in Global Fixed Income - Evidence from Major Broad Markets.pdf
EPFR - Emerging Market Trading Models.pdf
EPFR - Regional Trading Models.pdf
Krugman - A Model of Balance of Payments Crises.pdf
strat_dev_process.pdf
Aerospace Industry Overview and Update - Stout Risius Ross (2011).pdf
Africa The Commodity Warrant - Credit Suisse (2008).pdf
Agricultural Opportunities - Credit Suisse (2007).PDF.pdf
Airline Industry Overview - Regional Airline Association (2010).pdf
Airline Trends, Vision, and Strategy - Airline Visions (2010).pdf
Airlines 101 - ESG Aviation Services (1998).pdf
Asia's Middle Class - CLSA (2007).pdf
Banking 101 - Large Cap Bank Primer - Deutsche Bank (2011).pdf
Broadband Wireless Industry Primer - Near Earth LLC (2007).pdf
Canadian Food Retail Sector - OSEC (2011).pdf
Caterpillar Oil & Gas Primer - Morgan Stanley (2011).pdf
China Cement Industry Primer - BOC International (2011).pdf
China Energy Primer - Berkeley National Laboratory (2009).pdf
China Industrial Primer - Deutsche Bank (2010).pdf
China Luxury Primer (Dipped In Gold) - CLSA (2011).pdf
China Rare Earth Elements Industry Primer - IAGS (2010).pdf
Clean Tech Industry Primer - Jefferies (2008).pdf
Coal 101 - UBS (2009).pdf
Commodities Primer - RBS (2009).pdf
Copper - Scotia Capital (2006).pdf
Demographics and Asset Prices - Credit Suisse (2012)(2).pdf
Demographics and Asset Prices - Credit Suisse (2012).pdf
Electric Cars (Part 2) - Deutsche Bank (2009).pdf
Electric Cars - Deutsche Bank (2008).pdf
Electric Utilities Industry Overview - Morgan Stanley (2010).pdf
Electric Utilities Primer Vol. II - Jefferies (2007).pdf
Electric Utilities and Independent Power Producers Industry Primer - Bank of America (2006).pdf
Electric Utilities and Power Industry Primer - Oppenheimer (2009).pdf
Electricity Futures & Other Derivatives - Berkeley National Laboratory (1998).pdf
European Corporates & China's Megatransition - Morgan Stanley (2010).pdf
European Pharmaceuticals - Deutsche Bank (2010).pdf
Global Aerospace Market and Forecast - Deloitte (2010).pdf
Global Banking - Ceres (2008).pdf
Global Banking Industry Primer - Deutsche Bank (2011).pdf
Global Banking Outlook - UBS (2010).pdf
Global Commodities Primer - RBS (2009).pdf
Global Energy Industry Primer - Credit Suisse (2012).pdf
Global Energy Outlook 2012 - Platts (2011).pdf
Global Fertilizers Industry Primer - UBS (2008).pdf
Global Financial Advisory M&A Rankings - Bloomberg (Q1 2012).pdf
Global Food & Beverage Primer - IMAP (2010).pdf
Global Gas Industry - Credit Suisse (2011).pdf
Global Gas Industry Primer - Morgan Stanley (2011).pdf
Global Industry Trends - Stockcube Research (2011).pdf
Global Mining & Steel Primer -  UBS (2008).pdf
Global Mining & Steel Primer - UBS (2008).pdf
Global Oil & Gas Industry Primer - Deutsche Bank (2008).pdf
Global Oil & Gas Industry Primer - UBS (2004).pdf
Global Oil & Gas Primer - Credit Suisse First Boston (2002).pdf
Global Oil & Gas Primer - UBS (2004).pdf
Global Pharmaceuticals - Deutsche Bank (2005).pdf
Global Phosphate Fertilizers Update - UBS (2008).pdf
Global Potash Industry Update - UBS (2008).pdf
Global Steel Primer - RBS (2010).pdf
Global Telecom Primer - Morgan Stanley (1999).pdf
Health Insurance Industry Market Structure - Congressional Research Service (2010).pdf
Internet Sector Initiation - JP Morgan (2011).pdf
Islamic Finance Primer - CFA Institute Research (2009).pdf
Japan Metals Update -  UBS (2010).pdf
Loan Market Guide - Standard & Poor's (2011).pdf
M&A in the Pharmaceutical and Biotech Industries - NBER (2004).pdf
Master Limited Partnerships (2nd Edition) - Wachovia (2005).pdf
Master Limited Partnerships (3rd Edition) - Wachovia (2008).pdf
Master Limited Partnerships (Part 2) - Credit Suisse (2011).pdf
Master Limited Partnerships Primer - Wachovia (2004).pdf
Metals & Mining Industry Primer - Credit Suisse (2009).pdf
Midstream Energy Master Limited Partnerships - Morgan Stanley (2011).pdf
Mining Glossary - ABN AMRO.pdf
Mining Industry Report - Deloitte (2010).pdf
Mobility 2020 - How Mobility will Transform TMT Business Models - Jefferies (2011).pdf
North America Agricultural Chemicals Primer - UBS (2009).pdf
North America Fertilizers Primer -  UBS (2006).pdf
North America Gold Producers Primer - UBS (2009).pdf
Oil & Financial Markets - Deutsche Bank (2011).pdf
Oil & Gas Basics - JP Morgan (2008).pdf
Oil & Gas Production Handbook - ABB (2010).pdf
Oil and Gas Industry Primer - IRS (1996).pdf
Potash 101 - UBS (2009).pdf
Profiles of US Banks - Ceres (2008).pdf
Rare Earth Elements Industry Primer - Jacob Securities (2011).pdf
Rare Earth Elements Update - Jacob Securities (2011).pdf
Reinsurance Primer - Swiss Re.pdf
Semiconductor Industry Primer - Oppenheimer (2011).pdf
Semiconductor Industry Primer - Wachovia (2008).pdf
Sovereign Wealth Funds Primer - JP Morgan (2008).pdf
Steel Industry Primer - Credit Suisse (2011)(2).pdf
Steel Industry Primer - Credit Suisse (2011).pdf
Trucking Industry Primer - Transportation Research Board (2010).pdf
US Airlines - Air Transportation Association (2011).pdf
US Cleantech Primer - Barclays (2011).pdf
US Healthcare Industry Primer - Morgan Stanley (2011).pdf
US Shale Gas Industry Primer - US Department of Energy (2009).pdf
Uranium 101 - UBS (2009).pdf
Utilities and Power Industry Update - Deutsche Bank (2010).pdf
Valuation of Metals and Mining Securities - Basinvest (2010).pdf
Vietnam Economic Outlook 2012 - Vietcombank Securities (2011).pdf
Vietnam Retail Analysis (2008-2012) - RNCOS (2008).pdf
Water Sector Investing - Goldman Sachs (2008).pdf
Water Sector Primer - Goldman Sachs (2005).pdf
Andreasen, Christensen and Riddell - The TIPS Liquidity Premium.pdf
Bank of England - On Market-Based Measures of Inflation Expectations.pdf
Barclays - Global Inflation-Linked Products - A Users Guide.pdf
Campbell, Shileler and Viceira - Understanding Inflation-Index Bond Markets.pdf
Cocci - Understanding the TIPS Beta.pdf
DAmico, Kim and Wei - The Information Content of TIPS Prices.pdf
Enduring Investments - Simple Dynamic Multi-Asset Inflation Protection.pdf
Fleckenstein, Longstaff and Lustig - Why does the Treasury Issue TIPS.pdf
Kothari and Shanken - Asset Allocation with Conventional and Indexed Bonds.pdf
Lazard - An Introduction to Inflation-Linked Bonds.pdf
Lehman Brothers - Inflation Derivatives Explained.pdf
Lehman Brothers - Inflation Derivatives Primer - Swaps and Options.pdf
Lehman Brothers - TIPS Valuation Framework.pdf
Pflueger and Viceira - Return Predictability in the Treasury Market - Real Rates, Inflation and Liquidity.pdf
Koijen, Lustig and Nieuwerburgh - The Bond Risk Premium and the Cross-Section of Equity Returns.pdf
Koijen, Lustig and Nieuwerburgh - The Cross-Section and Time-Series of Stock and Bond Returns.pdf
Acharya and Pedersen - Asset Pricing with Liquidity Risk.pdf
Andrade and Stafford - Investigating the Economic Role of Mergers.pdf
Andrade, Mitchell and Stafford - New Evidence and Perspective on Mergers.pdf
Brunnermeier and Pedersen - Market Liquidity and Funding Liquidity.pdf
Mitchell - Limited Arbitrage in Equity Markets.pdf
Mitchell and Pulvino - Arbitrage Crashes and the Speed of Capital.pdf
Mitchell and Stafford - Managerial Decisions and Long-Term Stock Price Performance.pdf
Mitchell, Pedersen and Pulvino - Slow Moving Capital.pdf
Mitchell, Pulvino and Stafford - Price Pressure Around Mergers.pdf
New York Fed - Trading and Liquidity in the TBA Market.pdf
Ravenpack - News Sentiment Everywhere Trading Global Equities.pdf
AQR - Global Evidence on Covered Calls.pdf
AQR - Which Index Options Should You Sell.pdf
Carr 2008 - A New Approach for Options Pricing Under Stochastic Volatility.pdf
Carr 2020 - Option Profit and Loss Attribution and Pricing - A New Framework.pdf
Giryavets 2012 - Trading and Predicting Volatility Surface.pdf
Giryavets 2013 - Volatility Smile = Covariance Matrix.pdf
Giryavets 2013 - Volatility Trading and Predicting.pdf
Giryavets 2017 - High Frequency Options & Volatility Analytics.pdf
Goyal and Saretto - Option Returns and Volatility Mispricing.pdf
PIMCO - The Volatility Risk Premium.pdf
VIX, VIX Futures and VIX ETNs.pdf
Garleanu and Pedersen - Active and Passive Investing.pdf
Pedersen and Brunnermeier - Predatory Trading.pdf
Chassang - Mostly Prior Free Asset Allocation.pdf
Garleanu and Pedersen - Dynamic Trading with Predictable Returns and Transaction Costs.pdf
Jones - A Century of Stock Market Liquidity and Trading Costs.pdf
Schmidt - The Validity and Utility of Selection Methods in Personnel Psychology.pdf
Schmidt and Hunter 1998 - The Validity and Utility of Selection Methods in Personnel Psychology.pdf
Acharya, Pedersen, Philippon and Richardson - Measuring Systemic Risk.pdf
S&P - Mechanics of Currency Hedged Indices.pdf
S&P - US Indices Methodology.pdf
Heston and Sadka - Seasonality in the Cross-Section of Stock Returns.pdf
Keloharju, Linnainmaa and Nyberg - Return Seasonalities.pdf
Keloharju, Linnainmaa and Nyberg - Seasonal Reversals in Expected Stock Returns.pdf
Zoltan Poszar - Credit Suisse Global Money Notes.pdf
Duffie, Garleanu and Pedersen - Securities Lending, Shorting and Pricing.pdf
Harvey and Liu - Evaluating Trading Strategies.pdf
AQR - Better Diversification in a Low Expected Return World.pdf
AQR - Can Risk Parity Outperform If Yields Rise.pdf
AQR - Challenges of Incorporating Tactical Views.pdf
AQR - Is Alpha Just Beta Waiting To Be Discovered.pdf
AQR - Mapping Investable Return Sources to Macro Environments.pdf
AQR - Market Timing Sin a Little.pdf
AQR - Should Investors Worry About Rising Real Yields.pdf
AQR - Strategic Portfolio Construction.pdf
AQR - Style Premia and Bond Returns.pdf
AQR - Thinking About Asset Classes (Presentation).pdf
AQR - Understanding Style Premia.pdf
Amundi - Analysing the Exposure of Low-volatility Equity Strategies to Interest Rates.pdf
Asness - An Alternative Future Part I.pdf
Asness - An Alternative Future Part II.pdf
Asness - Fight the Fed Model.pdf
Asness - Stocks Versus Bonds Explaining the Equity Risk Premium.pdf
Asness - The Interaction of Value and Momentum Strategies.pdf
Asness - Why Not 100 Percent Equities.pdf
Asness, Frazzini and Pedersen - Leverage Aversion and Risk Parity.pdf
Asness, Friedman, Krail and Liew - Style Timing Value vs Growth.pdf
Asness, Krail and Liew - Do Hedge Funds Hedge.pdf
Asness, Liew and Stevens - Parallels Between Cross Section of Stock and Country Returns.pdf
Asness, Moskowitz and Pedersen - Value and Momentum Everywhere.pdf
Asness, Porter and Stevens - Predicting Stock Returns Using Industry Relative Firm Characteristics.pdf
Baltas and Salinas - Cross-Asset Skew.pdf
Baltussen, Swinkels and van Vliet - Global Factor Premiums.pdf
Cutler, Poterba and Summers - Speculative Dynamics.pdf
Frazzini and Pedersen - Betting Against Beta.pdf
Frazzini, Israel and Moskowitz - Trading Costs of Asset Price Anomalies.pdf
Garleanu and Pedersen - Efficiently Inefficient Markets for Assets and Asset Management.pdf
Geczy and Samonov - 215 Years of Global Multi-Asset Momentum.pdf
Hurst, Johnson and Ooi - Understanding Risk Parity.pdf
Ilmanan, Israel, Moskowitz, Thapar & Wang - Do Factor Premia Vary Over Time - A Century of Evidence.pdf
Ilmanen - Exploring Macroeconomic Sensitivities - How Investments Respond to Different Economic Environments.pdf
Israel - How Tax Efficient are Passive Equity Styles.pdf
Israel - The Role of Shorting, Firm Size and Time on Market Anomalies.pdf
Moskowitz - The Case for Momentum Investing.pdf
Pedersen - Sharpening the Arithmetic of Active Management.pdf
Saxo Bank - Asset Allocation - Introducing Saxo Bank's Global Beta.pdf
Wattin - Short Term Optimization of a Robust All Weather Portfolio.pdf
AIAR - Comparison of Tail Risk Protection Strategies.pdf
LOB Rubinstein - Portfolio Insurance.pdf
Leland - Option Replication with Trading Frictions.pdf
Portfolio Insurance Strategies - OBPI vs CPPI.pdf
Towers Watson - Tail Risk Management Strategies (Oct 2015).pdf
AQR - A Century of Trend Following Investing.pdf
AQR - Factor Momentum Everywhere.pdf
AQR - Trend Following and Rising Rates.pdf
AQR - Trends Everywhere.pdf
AQR - Understanding Managed Futures.pdf
Asness, Liew and Stevens - Parallels Between Cross Sectional Stock and Country Returns.pdf
Baltas and Kosowski - Momentum Strategies in Futures Markets and Trend-Following Funds.pdf
CFM - Agnostic Risk Parity.pdf
Erb and Harvey - The Strategic and Tactical Value of Commodity Futures.pdf
Frazzini - The Disposition Effect and Underreaction to News.pdf
Fung and Hsieh - The Risk in Hedge Fund Strategies - Theory and Evidence from Trend Followers.pdf
JP Morgan - Momentum Strategies Across Asset Classes.pdf
Levine and Pedersen - Which Trend Is Your Friend.pdf
Moskowitz, Ooi and Pedersen - Time Series Momentum.pdf
Pitkajarvi, Suominen and Vaittinen - Cross-Asset Signals and Time-Series Momentum.pdf
Winton - Autocorrelation of Trend-Following Returns.pdf
Winton - Hypothetical Performance of CTAs.pdf
Zaremba - Are Managed Futures Indices Telling the Truth.pdf
Two SIgma - CTA Market and Portfolio Diversification.pdf
Two Sigma - CTA and Macro Momentum Exposure.pdf
Two Sigma - Forecasting Factor Returns.pdf
Two Sigma - Introducing the Two Sigma Factor Lens.pdf
Two Sigma - Markets in the Rear View Mirror.pdf
Two Sigma - Sharpe Ratio Estimation, Confidence Intervals and Hypothesis Testing.pdf
Two Sigma - The Commodity Futures Roll Return Tax.pdf
Two Sigma - The Importance of Execution.pdf
Two Sigma - What Sovereign CDS Spreads Tell Us About Currency Risk.pdf
Goldman Sachs - When to Get Long the VIX.pdf
Ronin Israel - Pathetic Protection.pdf
Luo - Handbook of Global Macro Investing Part I.pdf
emergingmarkets_handbook_2012.pdf
goodwinjulaug199834-43.pdf