Latest research
Active fund managers and the rise of Passive investing: Epistemic opportunism in financial markets
Yuval Millo, Crawford Spence and James J. Valentine
Explaining the Rate Spread on Corporate Bonds
Edwin J. Elton, Martin J. Gruber, Deepak Agrawal & Christopher Mann
The Persistence of Risk-Adjusted Mutual Fund Performance
Edwin J. Elton, Martin J. Gruber & Christopher R. Blake
Capturing the Value Premium in the U.K. 1955-2001
Elroy Dimson, Stefan Nagel & Garrett Quigley
Characteristics, Covariances, and Average Returns: 1929-1997
James L. Davis, Eugene F. Fama & Kenneth R. French
