This section reviews where risk-reward trade-offs appears to work.

Finding Alpha Home

AAA-BBB spread

The equity risk premium

Ivo Welch roundtable on equity risk premium

Fama on dividend yields and the equity premium

Geometric vs. Arithmetic returns

Ilia Dichev on bad market timing

Brown, Goetzmann, and Ross on survivorship bias (1995)

Jorion and Goetzmann on survivorship bias (1999)

Barro and the Peso problem

Blum and Gannon on after tax returns