Anyone interested in risk, uncertainty, randomness, Black Swans, quant or investing needs to read this paper by UBS's Ineichen.
I must warn you though, this is a page turner - you will not be able to put it down. It is a thought provoking, head scratching, illuminating 46 page piece of research that will make you go 'hmmm'.
This paper has earned a spot in the top 5 pieces of research I've read in recent memory.
Enjoy :-)
The Paper:
http://allaboutalpha.com/doc_bin/AIS%20conference%20proceedings%201207.pdf
Where I found it:
http://allaboutalpha.com/blog/2007/12/26/ineichen-looks-back-way-back-to-see-forward/
(Great blog, btw)
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