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by conformist
146 days ago
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As a practitioner in this area, I’d say some of the authors here stand out as extremely influential to this day. Clearly these include: Cliff Asness (AQR is huge, lots of publications) Ronald Kahn (early pioneer, standard book, successful ex. BGI people everywhere) Neill Chriss (Almgren-Chriss) Pete Muller (famous stat arb pioneer, PDT still going strong) Not sure who I’ve overlooked. |
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