The authors construct ESG strategies that have been shown to outperform in popular articles.
They assess performance benefits to investors when accounting for sector and factor …

There is a consensus that equity factors are cyclical and depend on macroeconomic
conditions. To build well-diversified portfolios of factors, one needs to account for the fact that …

We propose firm-level measures of exposures to macroeconomic risks that substantially
improve out-of-sample robustness compared to standard estimation approaches. Systematic …

In this article, the authors compare different approaches for constructing multifactor equity
portfolios: bottom-up score-weighting approaches that target high-factor intensity and top-…

The finance literature has established a size effect: stocks with small market capitalization
outperform larger stocks over the long term. The size factor is included in asset-pricing models …

Risk infuses everything we do so it goes almost without saying (but I’ll say it anyway) that risk
and retirement are highly intertwined topics. If we define what retirement researchers and …

Acute disseminated encephalomyelitis (ADEM) is a monophasic demyelinating disorder
predominantly affecting children. It typically follows a viral illness or vaccination. We present a …

Since the acronym “ESG”(environmental, social, and governance) was coined in 2005, and
until recently, its fortunes were steadily growing. To take one example, there has been a …

Nowadays, there are many new instruments available for studying the parameters of the
Earth’s magnetic field with higher precision and more discretization. Moreover, data processing …