Claudio's recommendations for research papers: How accurate are modern Value-at-Risk estimators derived from extreme value theory? by Moel and Auer Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy by Garlappi et al Ito Calculus in a Nutshell Ranking the predictive performances of value-at-risk estimation methods An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions Extreme Value Theory for Finance: A Survey SABR Calibration in Python The Forecasting Power of Short-term Options