Volume 20, No. 3, Third Quarter 2022
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
Passive Versus Active ESG Investing: How a Small Hedge Fund Converts an Oil Giant
Ye Cai and Seoyoung Kim
Book Review: Investing Amid Low Expected Returns
by Antti Illmanen (Reviewed by Zachary Crowell)
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