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Based on your search for you are likely looking for materials related to Robert A. Haugen’s influential work, specifically his seminal textbook Modern Investment Theory or his controversial later research on what he called "The New Finance."

2. The Low Beta Anomaly (Haugen’s Hammer)

• The factor investing framework (Value, Low Vol, Momentum).
• The statistical appendices (still the best primer on regression analysis for finance).
• The skepticism of Wall Street narratives.

Portfolio Selection & The Markowitz Procedure

: Haugen provides a unique graphical explanation of the Markowitz Model , focusing on constructing an efficient frontier where return is maximized for a given level of risk. modern investment theory haugen pdf new

• Momentum factors (winners continue to win).
• Liquidity factors (illiquid stocks demand a premium).
• Quality factors (profitable, stable companies outperform junk).

5. Availability and Ethics