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)

Volume 20, No. 2, Second Quarter 2022
Special Issue:  ESG Investing

Practitioner’s Digest

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)

Volume 20, No. 3, Third Quarter 2022