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by digz 4426 days ago
I dunno... Looking through the table of contents there's pretty good coverage of a lot of very specific research that goes well beyond basic capm/ff/var/bs/garch.

The goal of this book is clearly not going to be to teach you finance but rather to provide you with enough of the basics and beyond so you basically have all the tools needed to move forward.

Was very pleasantly surprised to see some of the stuff in the table of contents (ie. Pastor and Stambaugh's liquidity measure).

Will order this as I think it'll be a great reference.