Browse the full collection of primary source documents on capital allocation.
Ken Griffin·Citadel Securities
Ken Griffin's perspective on how quantitative market making improves price discovery, liquidity, and market efficiency for institutional and retail investors alike.
Man AHL·Man Group
Man AHL's research on why managed futures and systematic trend-following strategies deserve a meaningful allocation in institutional portfolios, offering crisis alpha and diversification benefits.
Dimensional Fund Advisors·Dimensional Fund Advisors
Dimensional's research-driven approach to investing, grounded in the academic work of Fama and French, demonstrating how systematic exposure to size, value, and profitability factors can improve portfolio outcomes.
D.E. Shaw & Co.·D.E. Shaw & Co.
An overview of D.E. Shaw's approach to computational finance, combining computer science, mathematics, and financial theory to identify market inefficiencies across global markets.
Gregory Zuckerman·Renaissance Technologies
Gregory Zuckerman's account of Jim Simons and Renaissance Technologies, the most successful quantitative hedge fund in history, revealing how mathematical models and data-driven approaches revolutionized investing.
Brian Hurst, Yao Hua Ooi, Lasse Pedersen·AQR Capital Management
AQR's empirical study demonstrating that trend-following strategies have generated positive returns across asset classes for over 200 years, providing evidence for the persistence of momentum as a factor.
Eugene Fama & Kenneth French·University of Chicago
Fama and French's landmark paper establishing the three-factor model that revolutionized how institutional investors think about equity risk premia, size effects, and value factors.
