News and Events
- James-Stein estimation of the first principal component by Alex Shkolnik
- Multi Anchor Point Shrinkage for the Sample Covariance Matrix by Hubeyb Gurdogan and Alec Kercheval
- Transparency and Best Practices are Essential for ESG Investing by Jeffrey Bohn, Lisa Goldberg, and Simge Ulucam
- High Dimensional Decision Making, Upper and Lower Bounds by Farzad Pourbabaee
- 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, by Xiaowu Dai, Saad Mouti, Marjorie Lima Do Vale, Sumantra Ray, Jeffrey Bohn, and Lisa Goldberg
- The Implied Futures Financing Rate, by Nicholas Gunther, Robert Anderson, Lisa Goldberg, and Alex Papanicolau
- Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting, 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
- Computers Cannot Understand the Coronavirus by Kathleen Houssels and Stephen Dean
- Hot or Not? A Nonparametric Formulation of the Hot Hand in Baseball
- The Dispersion Bias (Updated 3.8.20)
- The Sustaining Thread of Mathematics: An Interview with Lisa Goldberg
- Is There ESG Alpha? A Marketing Question in Research Clothing by Lisa Goldberg
Commentary
- Direct Indexing: ESG Collides with Tax Avoidance by Kathleen Houssels
- ESG Does Not Mean Impact by Kathleen Houssels
- DeadSpin: Does the "hot hand" really exist? by Jesse Spector
- Podcast: Direct indexing with Lisa Goldberg