Alpha Now, Taxes Later: Tax-Efficient Long-Only Factor Investing

2024-8-7

Editor’s Letter

2024-7-31

The Returns to Environmental, Social, and Governance Investing

2024-7-29

Expanding the Fama–French Factor Model with the Industry Beta

2024-7-28

Obtaining Leveraged Returns in a Retirement Account

2024-7-28

Hogwarts Finance

2024-7-27

Flow Rider: Tradable Ecosystems’ Relative Entropy of Flows as a Determinant of Relative Value

2024-7-26

The Serial Correlation of Stock Market Realized Volatility

2024-7-26

Does Investor Attention Impact ESG ETF Performance?

2024-6-4

ESG and Behavioral Finance: Why ESG Investing Is Primarily a Psychological Phenomenon

2024-6-4

Additive Determination of an Investor’s Risk Tolerance in Asset Allocation

2024-5-31

Editor’s Letter

2024-5-31

How Stock Markets React to Financial Institution Misconduct: The Role of Ex Ante Reputation

2024-5-28

Measures and Applications of Investor Sentiment

2024-5-28

An Investment Strategy Based on News Sentiment Words and Its Empirical Performance

2024-5-24

Is It Anchoring? Information Discreteness and the Performance of a 52-Week-High Strategy

2024-5-24

Classical Stock Valuation in the Modern Era of Intangibles

2024-4-15

Risk Management: A Slow Walk on a Tight Rope …

2024-4-8

Can Allocation Strategies Create Superior Alpha?

2024-4-8

Practice What You Preach: Strategy Consistency and Mutual Fund Performance

2024-4-6

Round-Table Questions on Harry Markowitz and his Legacy in Financial Economics

2024-4-4

Editor’s Letter

2024-3-31

MPT and CAPM Mismeasure Risk

2024-3-28

The Emperor’s New Clothes—Balanced Portfolio Construction

2024-3-27

Tracking Error Volatility Mitigation by Managers of Multiple Mutual Funds

2024-3-27

Student Managed Fund (SMF) at the University of Connecticut (UConn): New Developments, Growth, and Challenges

2024-2-1

Editor’s Letter

2024-1-31

Student-Managed Investment Funds Turn Pro: Innovation, Benchmarking, and Performance

2024-1-30

Elucidating the Relationships among Demographics, Behavioral Biases, and Risk Factors: A Study of Financial Professionals

2024-1-26

richard ennis’s insights Endowments in the Casino: Even the Whales Lose at the Alts Table

2024-1-26

richard ennis’s insights Have Alternative Investments Helped or Hurt?

2024-1-24

The Exchange Inclusion Effect in the Cryptocurrency Market

2024-1-23

Resilient Liquidity: The Robust Reaction of Equity Volume and Spreads to Market Volatility

2023-12-31

A New Global Portfolio Weighting Strategy Based on Cointegration Methods

2023-12-20

Endowment Risk Management and Return Enhancement with Listed Index and ETF Options

2023-12-5

Comparison of ESG-Mandated and Non-Mandated Funds Using Morningstar Measures of Sustainability and Performance

2023-12-3

Have Analysts’ Price Targets Become More Short-Term Oriented?

2023-12-1

Examining the Underexamined: Mid-Cap Stock Returns

2023-11-25

Investigating Long-Term Short Pairing Strategies for Leveraged Exchange-Traded Funds Using Machine Learning Techniques

2023-11-25

Celebrity SPACs: Advantageous or Gimmicky?

2023-11-23

Stock-Bond Allocation over the Life Cycle with Long-Term Unemployment Risk

2023-11-23

“I Have Never Seen a Bad Backtest”: Modeling Reality in Quantitative Investing

2023-11-19

Optimal Number of Ticks in a Spread Minimizes Trading Costs

2023-11-10

ESG Integration in Practice: Liquidity, Market Impact, and Crowding

2023-11-9

Excellence Gone Missing

2023-11-7

On the Potential Cost of Mandating Qualified Auctions for Marketable Retail Orders

2023-11-3

The Liquidity Impact of Commission Free Trading on Stocks with Lottery Features

2023-10-28

Editor’s Letter

2023-9-30

The Behavioral Alpha Benchmark: Assessing Active Portfolio Managers Based on Skill, Not Past Performance

2023-8-28

Predicting Market Risk Premiums with Historical Patterns

2023-8-17