News and Events
- RSVP: Lisa Goldberg speaking at The LQG 2022 Autumn Seminar: Aug 31 - Sept 3.
-
Is Index Concentration an Inevitable Consequence of Market-Capitalization Weighting? by Lisa Goldberg, Ananth Madhavan, Harrison Selwitz, and Alex Shkolnik
- Portfolio Responsibility for ESG Characteristics by Mark Bateman and Lisa Goldberg
- On Existence Of Berk-Nash Equilibria In Misspecified Markov Decision Processes With Infinite Spaces by Robert Anderson, Haosui Duanmu, Aniruddha Ghosh, and M. Ali Khan
- James-Stein for the Leading Eigenvector by Lisa Goldberg and Alec Kercheval
- The Dispersion Bias 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 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? by Jeffrey Bohn, Lisa Goldberg, and Simge Ulucam
- James-Stein estimation of the first principal component by Alex Shkolnik
- Multiple Anchor Point Shrinkage for the Sample Covariance Matrix by Hubeyb Gurdogan and Alec Kercheval
- 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 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