Volume 21, No. 1, First Quarter 2023
Financing Fusion Energy
Abdullah Alhamdan, Zachery M. Halem, Irene Hernandez, Andrew W. Lo, Manish Singh and Dennis Whyte
The Role of Options in Goals-Based Wealth Management
Sanjiv R. Das and Greg Ross
Leveraging Text Mining to Extract Insights from Earnings Call Transcripts
Andrew Chin and Yuyu Fan
How Inefficient is the 1/N Strategy for a Factor Investor?
Kevin Khang, Antonio Picca, Shaojun Zhang and Minzhi Zhu
Book Review: Prediction Revisited: The Importance of Observation, 1st Edition
by Mark P. Kritzman, David Turkington and Megan Czasonis (Reviewed by Kenneth Winston)
Spring, 2023 JOIM Conference
March 26 – 28, 2023 / UCSD
Finance Research Symposium in Honor of Bruce N. Lehmann
Sunday, March 26, 2023
We will feature a finance research symposium in honor of Bruce N. Lehmann. In keeping with Bruce’s devotion to mentoring students and young scholars, the symposium will feature the research of assistant professors less than three years since the start of their careers, with discussants who are established senior finance faculty or leading industry practitioners.
Tjeerd de Vries, University of California, San Diego
A Quantile Approach to Evaluating Asset Pricing Models
Discussants: Rob Engle, New York University and Andrew Lo, Massachusetts Institute of Technology
Diego Kaenzig, Northwestern University
The Unequal Economic Consequences of Carbon Pricing
Discussants: Ravi Bansal, Duke University and Allan Timmermann, UC San Diego
Alejandro Lopez-Lira, University of Florida
Do Common Factors Really Explain the Cross-Section of Stock Returns?
Discussants: David Modest
Thomas Ernst, University of Maryland
Payment for Order Flow And Asset Choice
Discussants: Albert (Pete) Kyle, University of Maryland and Matthew Spiegel, Yale University
Monday, March 27 – Tuesday, March 28, 2023
We will cover selected presentations by distinguished experts who will provide recent important insights both for background and actionable follow-up. Featuring:
Andrew Lo, Massachusetts Institute of Technology, Keynote
Robert Engle, New York University
Have Capital Markets Forgotten Sustainability: Portfolios, Greenwashing, Stress Testing, and Long Run Risk?
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