Bookmarks
Seminal Papers
On Computable Numbers, with an Application to the Entscheidungsproblem - Alan Turing (1936)
Portfolio Selection - Harry Markowitz (1952)
The Pricing of Options and Corporate Liabilities - Fischer Black and Myron Scholes (1973)
A Method for Obtaining Digital Signatures and Public-Key Cryptosystems - S.L. Graham and R.L. Rivest (1978)
The Cross-Section of Expected Stock Returns - Eugene F. Fama and Kenneth R. French (1992)
The Anatomy of a Large-Scale Hypertextual Web Search Engine - Sergey Brin and Lawrence Page (1998)
Bitcoin: A Peer-to-Peer Electronic Cash System - Satoshi Nakamoto (2009)
Research Papers
Statistical Arbitrage in the US Equities Market - Avellaneda and Lee (2008)
Useful Links
Overnight Risk-Free Rates: A User’s Guide