ACTIVE
Quant Finance Papers
The papers sit in chronological order. The order matters, because most of them answer the one before.
The first work to frame portfolio selection as a trade-off between expected return and variance.
A work that defines risk not as fluctuation but as the probability of falling below a given threshold.
A work showing that once a risk-free asset is added, the efficient set stops being a curve and collapses to a line.
A work asking where prices settle if everyone behaves the same way, and reducing risk to a single coefficient.
The first work to frame portfolio selection as a trade-off between expected return and variance.
A work that defines risk not as fluctuation but as the probability of falling below a given threshold.
A work showing that once a risk-free asset is added, the efficient set stops being a curve and collapses to a line.
A work asking where prices settle if everyone behaves the same way, and reducing risk to a single coefficient.
- Relation types
- Argues against
- Builds on
- Answers
- Parallel framing