Current Issue
Volume 20, No. 3, Third Quarter 2022
INSIGHTS
Interview with Dean Lebaron and Charley Ellis
ARTICLES
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
CASE STUDY
Passive Versus Active ESG Investing: How a Small Hedge Fund Converts an Oil Giant
Ye Cai and Seoyoung Kim
BOOK REVIEW
Book Review: Investing Amid Low Expected Returns
by Antti Illmanen (Reviewed by Zachary Crowell)
Fall JOIM Conference Series
October 17 – 18, 2022 / Rady School of Management, UCSD
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