Ho John Lee’s Weblog

• The Sharpe Ratio
  William F. Sharpe on risk adjusted return, reprint from The Journal of Portfolio Management, Fall 1994
  (tags: quantitative finance statistics stock investing trading)
• Modelling Liquidity and its Effects on Price (PDF)
  L. C. G. Rogers (Univ of Cambridge) and Surbjeet Singh (Univ of Bath)
  (tags: quantitative finance economics markets stock trading risk management math)
• Stochastics on the Street: Models of Liquidity Risk
  On liquidity risk in financial markets
  (tags: economics finance markets risk management stock trading)
• Robert Newman’s History of Oil
  45 minute video of British comedian and activist Robert Newman narrating and commenting on the history of oil, politics, and war.
  (tags: oil video political humor iraq history)

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