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Published in Financial analysts journal (15.10.2021)
Published in Financial analysts journal (15.10.2021)
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Hedging Climate Risk
Andersson, Mats, Bolton, Patrick, Samama, Frédéric
Published in Financial analysts journal (01.05.2016)
Published in Financial analysts journal (01.05.2016)
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Machine Learning for Stock Selection
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Published in Financial analysts journal (01.07.2019)
Published in Financial analysts journal (01.07.2019)
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Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
Baker, Malcolm, Bradley, Brendan, Wurgler, Jeffrey
Published in Financial analysts journal (01.01.2011)
Published in Financial analysts journal (01.01.2011)
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Reports of Value's Death May Be Greatly Exaggerated
Arnott, Robert D., Harvey, Campbell R., Kalesnik, Vitali, Linnainmaa, Juhani T.
Published in Financial analysts journal (2021)
Published in Financial analysts journal (2021)
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The Shift from Active to Passive Investing: Risks to Financial Stability?
Anadu, Kenechukwu, Kruttli, Mathias, McCabe, Patrick, Osambela, Emilio
Published in Financial analysts journal (23.10.2020)
Published in Financial analysts journal (23.10.2020)
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Buffett's Alpha
Frazzini, Andrea, Kabiller, David, Pedersen, Lasse Heje
Published in Financial analysts journal (01.09.2018)
Published in Financial analysts journal (01.09.2018)
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When Managers Change Their Tone, Analysts and Investors Change Their Tune
Druz, Marina, Petzev, Ivan, Wagner, Alexander F., Zeckhauser, Richard J.
Published in Financial analysts journal (23.04.2020)
Published in Financial analysts journal (23.04.2020)
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Journal Article
Hedge Fund Performance: End of an Era?
Bollen, Nicolas P.B., Joenväärä, Juha, Kauppila, Mikko
Published in Financial analysts journal (03.07.2021)
Published in Financial analysts journal (03.07.2021)
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Journal Article
Enhanced Portfolio Optimization
Pedersen, Lasse Heje, Babu, Abhilash, Levine, Ari
Published in Financial analysts journal (03.04.2021)
Published in Financial analysts journal (03.04.2021)
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Journal Article
Leverage Aversion and Risk Parity
Asness, Clifford S., Frazzini, Andrea, Pedersen, Lasse H.
Published in Financial analysts journal (01.01.2012)
Published in Financial analysts journal (01.01.2012)
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