Resources

A selection of the key research referenced in the book:

Prospect Theory: An Analysis of Decision under Risk (link)

Luck and Entrepreneurship:

Luckandentrepreneurshipfeb2017
351KB ∙ PDF file
Download
Download

Picking Winners? Investment Consultants’ Recommendations of Fund Managers:

Picking Winners Investment Consultants' Recommendations Of Fund
1.82MB ∙ PDF file
Download
Download

The Capital Asset Pricing Model: Some Empirical Tests (Jensen/Black/Scholes 1972):

Black Jensen Scholes 1972
7.06MB ∙ PDF file
Download
Download

On the Evidence Supporting the Existence of Risk Premiums in the Capital Market:

On The Evidence Supporting The Existence Of Risk Premiums In The Capital Market Haugen, Robert A
1.74MB ∙ PDF file
Download
Download

The Cross-Section of Expected Stock Returns (Fama/French 1992):

Fama French 1992
1.96MB ∙ PDF file
Download
Download

Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly:

Benchmarks As Limits To Arbitrage 4c97001f 33d4 426e 8c74 6fbc00b3482e
559KB ∙ PDF file
Download
Download

Low Risk Stocks Outperform Within All Observable Markets of the World:

Low Risk Stocks Outperform
786KB ∙ PDF file
Download
Download

Betting Against Beta:

Betting Against Beta Andrea Frazzini And Lasse Heje Pedersen
1.65MB ∙ PDF file
Download
Download

The Low Risk Anomaly: A Decomposition into Micro and Macro Effects:

The Low Risk Anomaly Decomposition To Macro And Micro Effects
672KB ∙ PDF file
Download
Download

The Volatility Effect: Lower Risk Without Lower Return:

Ssrn Id980865
254KB ∙ PDF file
Download
Download

The Volatility Effect Revisited:

Ssrn Id3442749
592KB ∙ PDF file
Download
Download