ARTICLES
- A Resampling Approach for Causal Inference on Novel Two-Point Time-Series with Application to Identify Risk Factors for Type-2 Diabetes and Cardiovascular Disease (PDF file), by Xiaowu Dai, Saad Mouti, Marjorie Lima Do Vale, Sumantra Ray, Jeffrey Bohn, and Lisa Goldberg
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Portfolio optimization via strategy-specific eigenvector shrinkage by Lisa Goldberg, Hubeyb Gurdogan, and Alec Kercheval
- Ownership of ESG Characteristics by Mark Bateman and Lisa Goldberg
- Sustainable investing and the cross-section of returns and maximum drawdown(link is external) by Lisa Goldberg and Saad Mouti
- 2022-02: A propagation model to quantify business interruption losses in supply chain networks (PDF file) by Hubeyb Gurdogan, Nariman Maddah, Reyhaneh Mohammadi, Elena Pesce, Alicia Montoya, Jeffrey Bohn, and Katherine Dalis
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2022-01: CENTRAL BANK DIGITAL CURRENCIES (CBDCs): The coming of national e-currencies (PDF file) by Jeffrey Bohn, Gilles Papadopoulos, and Jurg Unger
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Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting? (PDF file) by Lisa Goldberg, Ananth Madhavan, Harrison Selwitz, and Alex Shkolnik
- On Existence Of Berk-Nash Equilibria In Misspecified Markov Decision Processes With Infinite Spaces (PDF file) by Robert Anderson, Haosui Duanmu, Aniruddha Ghosh, and M. Ali Khan
- James-Stein for the Leading Eigenvector(link is external) by Lisa Goldberg and Alec Kercheval
- The Dispersion Bias (PDF file) by Lisa Goldberg, Alex Papanicolaou, and Alex Shkolnik
- A synthesis of pathways linking diet, metabolic risk and cardiovascular disease: a framework to guide further research and approaches to evidence-based practice(link is external) by Marjorie Lima do Vale, Luke Buckner, Claudia Gabriela Mitrofan, Claudia Raulino Tramontt, Sento Kai Kargbo, Ali Khalid, Sammyia Ashraf, Saad Mouti, Xiaowu Dai, David Unwin, Jeffrey Bohn, Lisa Goldberg, Rajna Golubic, and Sumantra Ray
- Sustainable Investing From a Practioner's Viewpoint: What's in Your ESG Portfolio? (PDF file) by Jeffrey Bohn, Lisa Goldberg, and Simge Ulucam
- James-Stein estimation of the first principal component (PDF file) by Alex Shkolnik
- Multiple Anchor Point Shrinkage for the Sample Covariance Matrix (PDF file) by Hubeyb Gurdogan and Alec Kercheval
- High Dimensional Decision Making, Upper and Lower Bounds (PDF file) by Farzad Pourbabaee
- The Implied Futures Financing Rate (PDF file), by Nicholas Gunther, Robert Anderson, Lisa Goldberg, and Alex Papanicolau
- Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting (PDF file), by Lisa Goldberg, Taotao Cai, and Pete Hand
- Katrine Paaby Joensen and Anders Christjansen of Innovation Centre Denmark talk about the greening of corporate America(link is external)
- Computers Cannot Understand the Coronavirus (PDF file) by Kathleen Houssels and Stephen Dean
- Hot or Not? A Nonparametric Formulation of the Hot Hand in Baseball (PDF file)
- The Sustaining Thread of Mathematics: An Interview with Lisa Goldberg(link is external)
- Is There ESG Alpha? A Marketing Question in Research Clothing(link is external) by Lisa Goldberg
CURRENT EVENTS
