Mar 30, 2021
This is a summary of “Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens” by Ananth Madhavan, Aleksander Sobczyk, and Andrew Ang, published in the First Quarter 2021 issue of the Financial Analysts Journal.
Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2020/toward-esg-alpha
Mar 30, 2021
This is a summary of “Should Mutual Fund Investors Time Volatility?” by Feifei Wang, CFA, Xuemin (Sterling) Yan, and Lingling Zheng, published in the First Quarter 2021 issue of the Financial Analysts...
Mar 30, 2021
This is a summary of “Enhanced Portfolio Optimization” by Lasse Heje Pedersen, Abhilash Babu, CFA, and Ari Levine, published in the Second Quarter 2021 issue of the Financial Analysts Journal.
Summary: https://www.cfainstitute.org/en/research/financial-analysts-journal/2021/enhanced-portfolio-optimization
Mar 30, 2021
This is a summary of “Reports of Value’s Death May Be Greatly Exaggerated,” by Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, and Juhani T. Linnainmaa, published in the First Quarter 2021 issue of the Financial Analysts...
Mar 30, 2021
This is a summary of "Portfolio Choice with Path-Dependent Scenarios” by Mark P. Kritzman CFA, Ding Li Grace (TianTian) Qiu, David Turkington CFA, published in the First Quarter 2021 issue of the Financial Analysts...