2022 Archives
Volume 20, No. 1, First Quarter 2022
ARTICLES
Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation
Detelina Vasileva, Larry Norton, Marc Hurlbert and Andrew W. Lo
Exponential Glide Paths
Moshe Levy and Haim Levy
Relevance
Megan Czasonis, Mark Kritzman and David Turkington
How Well Do Factor ETFS Capture the FAMA–French Factors?
Nicholas Apergis, Thomas Poufinas, Alexandros Panagakis and Ioannis Ritsios
Characteristic-Based Returns: Alpha or Smart Beta?
Soohun Kim, Robert A. Korajczyk and Andreas Neuhierl
CASE STUDY
Case Study: NFTs as Alternative Investments?
Seoyoung Kim
BOOK REVIEW
In Pursuit of the Perfect Portfolio
by Andrew Lo and Stephen Foerster (reviewed by Megan Czasonis)
Volume 20, No. 2, Second Quarter 2022
Special Issue: ESG Investing
ARTICLES
ESG, Investing, and Corporate Finance: Some Basic Questions
Bradford Cornell
Sustainable Investing From a Practitioner’s Viewpoint: What’s in Your ESG Portfolio?
Jeffrey R. Bohn, Lisa R. Goldberg and Simge Ulucam
Sustainable Alpha in Sovereign and Corporate Bonds
Karishma Kaul, Katharina Schwaiger, Muling Si and Andrew Ang
INSIGHTS
Financing Vaccines for Global Health Security
Jonathan T. Vu, Benjamin K. Kaplan, Shomesh Chaudhuri, Monique K. Mansoura and Andrew W. Lo
Toil and Trouble, Don’t Get Burned Shorting Bubbles
Aaron Brown and Richard Dewey
In Memoriam—Louis A. Simpson
Robert Korajczyk
BOOK REVIEW
Book Review: The Future of Money: How the Digital Revolution is Transforming Currencies and Finance
by Eswar S. Prasad (Reviewed by Travis Whitmore)