Negative WTI Price: What Really Happened and What Can We Learn? Lingjie Ma The Journal of Derivatives Spring 2022
Multi-Asset Class Factor Premia: A Strategic Asset Allocation Perspective Stefano Cavaglia, Louis Scott, Kenneth Blay and Scott Hixon The Journal of Portfolio Management, Multi-Asset Special Issue 2022
Active versus Passive: Old Wine in New Wine Skins Eric Sorensen, Nicholas Alonso, Sebastian Lancetti and Daniel Belanger The Journal of Portfolio Management, February 2022
When Do Investors Freak Out? Machine Learning Predictions of Panic Selling Daniel Elkind, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah and Chi Heem Wong The Journal of Financial Data Science, Winter 2022
GUEST COLUMN: Ongoing Collaboration and Discussion Crucial to Moving the Needle on Retirement Savings Warren Cormier The Journal of Retirement, Winter 2022
Richard Ennis’s Insights: Cutting through the Fog of Asset Class Labels Richard M. Ennis The Journal of Investing, February 2022
Rise of the Machines: Application of Machine Learning to Mortgage Prepayment Modeling Glenn M. Schultz and Frank J. Fabozzi The Journal of Fixed Income Winter 2022
The Future of Factor Investing Dimitris Melas The Journal of Portfolio Management Quantitative Special Issue 2022
Narrative, Storytelling, and Qualitative Due Diligence Mark S. Rzepczynski The Journal of Alternative Investments Due Diligence 2022
Sustainable Consumption and Production, Climate Change and Firm Performance Maretno Agus Harjoto, Clemens Kownatzki, Jillian Alderman and Robert Lee The Journal of Impact and ESG Investing Winter 2021
Cover’s Rebalancing Option with Discrete Hindsight Optimization Alex Garivaltis The Journal of Derivatives Winter 2021
Queue-Jumping and Strategic Limit Order Routing Hitesh Mittal, Kathryn S. Berkow and Johnson Zachariah The Journal of Investing Trading 2021