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- Portfolio Optimization with Active, Passive, and Factors: Removing the Ad Hoc Step
- Consistent and Efficient Dynamic Portfolio Replication with Many Factors
- Fund Asset Inference Using Machine Learning Methods: Whats in That Portfolio?
- Factors in Time: Fine-Tuning Hedge Fund Replication
- A Machine Learning Approach to Risk Factors: A Case Study Using the Fama-French-Carhart Model
- Introducing Objective Benchmark-Based Attribution in Private Equity
- Optimal Blending of Smart Beta and Multifactor Portfolios
- Do Long-Short and Market Neutral Mutual Funds Sail on an Even Keel?
- Measuring Factor Exposures: Uses and Abuses
- Style Comparison of U.S. Islamic Equity Market Indexes
- Should Preferred Stock Funds Be Included in Mutual * Fund Portfolios?
- Currency Crowdedness Generated by Global Bond Funds
- Factor Investing with Smart Beta Indices
- Classifying Single-Manager Hedge Funds: Some New Insights
- U.S. Presidential Politics and the Asset Allocation * Decisions of Individual Investors
- The Risk of Premiums
- Classifying and Measuring the Performance of Socially Responsible Mutual Funds
- What Is an Index?
- The Association of Hedge Fund Performance with Manager Location, Domicile, and Choice of Service Provider
- A Transparent View into Hedge Fund Portfolios
- International Low-Risk Investing
- Hedge Fund Replication Using Shrinkage Methodologies
- Can Alpha Be Captured by Risk Premia?
- Exploring Limitations of Return-Based Exposure Estimation for Hedge Funds
- The Asset Allocation of Managers and Investors: Evidence from Hybrid Funds
- Send in the Clones? Hedge Fund Replication Using Futures Contracts
- Is There Alpha in Institutional Emerging-Market Equity Funds?
- Hedge Fund Dynamic Market Sensitivity
- Is Traditional Indexation Passe? Vanguard Versus the Enhanced Indexers: DFA, RAFI, and WisdomTree
- Islamic Equity Investing: Alternative * Performance Measures and Style Analysis
- What Drives the Tracking Error of Hedge Fund Clones?
- Funds of Hedge Funds: A Comparative Analysis * Before, During, and After the Housing Bubble
- Risk Budgeting with Asset Class and Risk Class Approaches
- Energy Stocks as a Separate Portfolio Allocation
- The Determinants of the Importance of Asset * Allocation
- Regime-Dependent Nonlinear Analysis of * Hedge Funds
- A Structural Analysis of Mutual Fund Performance: A Comparative Study for Domiciliation Places
- A Statistical Analysis of Mutual Fund Performance Measures: The Relevance of IRs, Betas, and Sharpe Ratios
- The End of the Boutique: Concentration in the Institutional Asset Management Industry
- Enhanced versus Passive Mutual Fund Indexing: Has DFA Outperformed Vanguard by Enough to Justify Its Advisor and Transaction Fees?