| Why and How Investors Use ESG Information: Evidence from a Global Survey |
33 |
| Corporate Governance, ESG, and Stock Returns around the World |
11 |
| Machine Learning for Stock Selection |
6 |
| When Diversification Fails |
4 |
| Volatility Lessons |
4 |
| Comparing Cost-Mitigation Techniques |
4 |
| Commodities for the Long Run |
4 |
| Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending |
4 |
| Buffett's Alpha |
3 |
| Taxes, Shorting, and Active Management |
3 |
| Sharpening the Arithmetic of Active Management |
3 |
| Optimal Timing and Tilting of Equity Factors |
3 |
| Everybody's Doing It: Short Volatility Strategies and Shadow Financial Insurers |
3 |
| Hedge Funds and Stock Price Formation |
2 |
| High-Frequency Trading as Viewed through an Electron Microscope |
2 |
| The Roll Yield Myth |
2 |
| Crypto Assets Require Better Regulation: Statement of the Financial Economists Roundtable on Crypto Assets |
2 |
| Transaction Costs of Factor-Investing Strategies |
2 |
| The Revenge of the Stock Pickers |
2 |
| What Is Quality? |
2 |
| Trusting Clients' Financial Risk Tolerance Survey Scores |
2 |
| All That's Gold Does Not Glitter |
2 |
| Are Passive Funds Really Superior Investments? An Investor Perspective |
2 |
| Choosing and Using Utility Functions in Forming Portfolios |
2 |
| Fundamentals of Value versus Growth Investing and an Explanation for the Value Trap |
2 |
| Financial Statement Anomalies in the Bond Market |
1 |
| In Defense of Portfolio Optimization: What If We Can Forecast? |
1 |
| Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds |
1 |
| Carry Investing on the Yield Curve |
1 |
| The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror |
1 |
| Tax-Managed Factor Strategies |
1 |
| Sell-Side Financial Analysts and the CFA (R) Program |
1 |
| What Free Lunch? The Costs of Overdiversification |
1 |
| Can (Financial) Ignorance Be Bliss? |
1 |
| The Returns to Private Debt: Primary Issuances vs. Secondary Acquisitions |
1 |
| Long-Horizon Predictability: A Cautionary Tale |
0 |
| Missing the Mark: Mortgage Valuation Accuracy and Credit Modeling |
0 |
| Trends' Signal Strength and the Performance of CTAs |
0 |
| Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications |
0 |
| STEM Parents and Women in Finance |
0 |
| Spending Policy Customization for Institutional Preferences |
0 |
| Do Investors Consider Nonfinancial Risks When Building Portfolios? |
0 |
| Optimal Currency Hedging for International Equity Portfolios |
0 |
| Net Buybacks and the Seven Dwarfs |
0 |
| Corporate Political Strategies and Return Predictability |
0 |
| Evaluating Spending Policies in a Low-Return Environment |
0 |
| Brokers or Investment Advisers? The US Public Perception |
0 |
| The Impact of Crowding in Alternative Risk Premia Investing |
0 |
