Forthcoming Issues
Vol. 20, No. 3, 2022
Insights – Interview with Dean LeBaron and Charlie Ellis
Tax-Rate Arbitrage Realization of Long-Term Gains to Enable Short-Term Loss Harvesting
Lisa Goldberg, Taotao Cai and Pete Hand
Portfolio Performance Attribution via Shapley Value
Nicholas Moehle, Stephen Boyd and Andrew Ang
Just Say No to Leveraged ETFs
Ziemowit Bednarek and Pratish Patel
What’s in the Moneyness? Moneyness Spread and Future Stock Returns
Zhan Li
Special Issue – ESG Investing II
ESG Investment Performance Evaluation: An Integrated Approach
Stephen Horan, Elroy Dimson, Clive Emery, and Kenneth Blay
Factor Investing in Paris: Managing climate change risk in portfolio construction∗
Janina Kolle, Harald Lohre, Erhard Radatz and Carsten Rother
Climate Aware Risk Budgeting
Brian Jacobsen, Eddie Cheng and Wai Lee
ESG Screening in the Fixed-Income Universe
Fabio Alessandrini, David Baptista Balula, and Eric Jondeau
and more…………