2025 Archives
Volume 23, No. 1, First Quarter 2025
ARTICLES
Forecasting and Managing Volatility: An S&P 500 Case Study
Wei Dai, Xing Hong, Robert C. Merton and Mathieu Pellerin
Can Under-Diversification Explain the Size Effect?
Moshe Levy
The CAPM, APT, and PAPM
Thomas M. Idzorek, Paul D. Kaplan and Roger G. Ibbotson
Fixed Income Index Funds: Demystifying Portfolio Construction and Rebalancing
Stephen Laipply, Ananth Madhavan, James Mauro and Nogie Udevbulu
CASE STUDY
The ESG Conundrum
Ye Cai and Seoyoung Kim
BOOK REVIEW
Book Review – The Psychology of Leadership
by Sébastien Page (Reviewed by Will Kinlaw)