2022 Archives

Volume 20, No. 1, First Quarter 2022

Practitioner’s Digest

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)