Biotech asset valuation methods : a practitioner's guide
|
2024 |
Chandra, Amitabh |
Full-scale currency hedging
|
2024 |
Czasonis, Megan |
Night moves : is the overnight drift the grandmother of all market anomalies?
|
2024 |
Haghani, Victor |
AI applications in mass customization : from predictive analytics to generative AI
|
2024 |
Kim, Seoyoung |
Accelerating the capital solution to climate change
|
2024 |
Meng, Yu Ben |
Optimal portfolio choice with absorbing Markov chains : application to markets that may potentially decouple
|
2024 |
Ang, Andrew |
Extreme weather and retirement savings
|
2024 |
Daverman, Ted |
Unrealistic expectations: the futility of precisely estimating a stock's expected return
|
2024 |
Das, Sanjiv R. |
Limiting investment opportunity sets, asset pricing, and the Roll critique
|
2024 |
Korkie, Robert M. |
Managing market downturns with NAV loans
|
2024 |
Asensio, Ivan |
A practitioner's guide to address fat tails and downside risk in portfolio construction
|
2023 |
Xu, Eva A. |
Are 60/40 portfolio returns predictable?
|
2023 |
Baz, Jamil |
Is index concentration an inevitable consequence of market-capitalization weighting?
|
2023 |
Goldberg, Lisa |
The determinants of inflation
|
2023 |
Kinlaw, William |
Investment management lessons learned from the management and mismanagement of impending bank runs
|
2023 |
Kim, Seoyoung |
How inefficient is the 1/N strategy for a factor investor?
|
2023 |
Khang, Kevin |
The math gender gap and women's career outcomes
|
2023 |
Adams, Renée |
Bitcoin ETFs: the pros and cons of a spot ETF versus a futures ETF
|
2023 |
Kim, Seoyoung |
Efficient goal probabilities : a new frontier
|
2023 |
Das, Sanjiv R. |
Asset allocation with non-pecuniary ESG preferences : efficiently blending value with values
|
2023 |
Grim, Douglas M. |