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Volume 19, No. 2, Second Quarter 2021

Practitioner’s Digest

ARTICLES

Asset Pricing, Asset Allocation and Risk-Adjusted Performance with Multiple Goals and Agency: The Goals and Risk-Based Asset Pricing Model
Arun Muralidhar

Active Investing as a Negative Sum Game: A Critical Review
Geoffrey J. Warren

What Happens with More Funds than Stocks? Analysis of Crowding in Style Factors
and Individual Equities
Ananth Madhavan, Aleksander Sobczyk and Andrew Ang

The Magic Formula: Value, Profitability, and the Cross-Section of Global Stock Returns
Douglas W. Blackburn and Nusret Cakici

Book Review: The Financial Ecosystem — The Role of Finance in Achieving Sustainability
by Satyajit Bose, Guo Dong and Anne Simpson (Reviewed by Hui (Stacie) Wang)

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