On the Term Structure of VIX Futures’ Implied Convexity David H. Annis and Damian F. Abasto The Journal of Derivatives, March, Spring 2023
Investing in Interesting Times Antti Ilmanen The Journal of Portfolio Management, March, Multi-Asset Special Issue 2023
ESG and Quality Are Not the Same Ann-Kathrin Behringer, Robert Bush, Jascha Dahlhaus, and Irina Sidorovitch The Journal of Impact and ESG Investing, March, Spring 2023
Exchange-Traded Funds, Liquidity, and Centralized Risk Books: Moving Liquidity beyond the Portfolio Daniel Madden The Journal of Beta Investment Srategies, March, Spring 2023
Factor-Based Investing Frank Fabozzi, Andrew Ang, Jennifer Bender, Harindra de Silva, and Pim van Vliet View the full video
Portfolio Tilts Using Views on Macroeconomic Regimes Redouane Elkamhi, Jacky S. H. Lee, and Marco Salerno The Journal of Portfolio Management, February 2023
The Impact of Higher Mortgage Rates on the Housing and Mortgage Markets Laurie S. Goodman, Michael Neal, and Daniel Pang The Journal of Structured Finance, February, Winter 2023
Social Security Decisions: Should Recipients Opt for Early Payments? Tom Arnold, John H. Earl, and Terry D. Nixon The Journal of Wealth Management, February, Spring 2023
Factor Investing: The Best Is Yet to Come David Blitz The Journal of Portfolio Management, Quantitative Special Issue 2023
Internet Searches, Household Sentiment, and Credit Spreads Hans Byström The Journal of Fixed Income, Winter 2023
Investing in Superheroes? Comic Art as a New Alternative Investment Fabian Y.R.P. Bocart, Christian M. Hafner, Yulia Kasperskaya and Marti Sagarra he Journal of Alternative Investments, Winter 2023
RICHARD ENNIS'S INSIGHTS: A Universal Investment Portfolio for Public Pension Funds: Making the Most of Our Herding Ways Richard M. Ennis The Journal of Investing, December 2022