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Comprehensive summary of all the journal articles relevant to FINC3017. These notes are set up so that you can easily memorise them and answer exam questions
Concise and what you need:
1) Elton, Gruber, Brown and Goetzmann (2003) Chapter 10 [Utility]
2) Kritzman (2011) [Mean-Variance]
3) Fama and French (2004) [CAPM]
4) Lamont and Thaler (2003) [Law of One Price]
5) Chan, Chen and Lakonishok (2002) [Investment Style]
6) Arnott, Hsu and Moore (2005) [Fundamental Indexation]
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