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…………