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Grinold & Kahn (p. 158) in 2000 on factor neutralization and forecast alpha.
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Grinold & Kahn, Active Portfolio Management, p. 2.
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Michael Isichenko, Quantitative Portfolio Management, p. 110.
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Fitzgerald on the effects of WWI. (This Side of Paradise, “Interlude.”)
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Charlie Munger, Poor Charlie’s Almanack (Stripe Press) p. 153.
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Fitzgerald, This Side of Paradise, like the second page.
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MacKenzie p. 184. Rain creates liquidity (this effect has now reversed).
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