Latest research
Active fund managers and the rise of Passive investing: Epistemic opportunism in financial markets
Yuval Millo, Crawford Spence and James J. Valentine
Competition for Attention in the ETF Space
Itzhak Ben-David, Francesco A. Franzoni, Byunngwook Kim, Rabih Moussawi
ESG Screening in the Fixed-Income Universe
Fabio Alessandrini, David Baptista Balula, Eric Jondeau
Firm-level Climate Change Exposure
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang
Carbon Beta: A Market-Based Measure of Climate Risk
Joop Huij, Dries Laurs, Philip A. Stork, Remco C. J. Zwinkels