Latest research
Active fund managers and the rise of Passive investing: Epistemic opportunism in financial markets
Yuval Millo, Crawford Spence and James J. Valentine
The Portfolio-Driven Disposition Effect
Li An, Joseph Engelberg, Matthew Henriksson, Baolian Wang, Jared Williams
When Do Investors Freak Out?: Machine Learning Predictions of Panic Selling
Daniel Elkind, Kathryn Kaminski, Andrew W. Lo, Kien Wei Siah, Chi Heem Wong
Reports of Value’s Death May Be Greatly Exaggerated
Robert D. Arnott, Campbell R. Harvey, Vitali Kalesnik, and Juhani T. Linnainmaa