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- Financial Anomalies in Portfolio Construction and Management
- Warning: SRI Need Not Kill Your Sharpe and Information Ratios--Forecasting of Earnings and Efficient SRI and ESG Portfolios
- A Backtesting Protocol in the Era of Machine Learning
- Active Quant: Applied Investment Research in Emerging Markets
- Should Preferred Stock Funds Be Included in Mutual * Fund Portfolios?
- Factor-Based Investing: The Long-Term Evidence
- The Development of Mean-Variance-Efficient Portfolios in Japan and the United States: 25 Years After; or, What Has Driven Stock Selection Models in Japan and the United States?
- A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data
- Global Stock Selection Modeling and Efficient Portfolio Construction and Management
- Topics in Applied Investment Management: From a Bayesian Viewpoint
- Further Analysis of Efficient Portfolios with the USER Data
- Investing with Momentum: The Past, Present, and Future