+ information asymmetry: privileged information, systematic and specific exposures, plural densities, Kelly and Litterman formulations
+ Levy processes: central-limit stable-family processes versus stochastic volatility, extreme values and linkage to Embrechts formulation
+ emergent "bubbles": detecting imbalances, modeling collapses, anticipating agent models, Nash models
+ investment "breadth": reconciling Grinold-Kahn with Markowitz; measuring breadth with Brinson's combinatoric attribution
+ pro-cyclicality: from the perspective of a regulator, a risk manager, a trader
+ multi-period coherence: Artzer's formulation, Albanese's problem, and Heath's solution
+ market impact in distress liquidations: does discretion matter? what is the true value of the liquidity put?