Board Diversity and Innovation: International Evidence

By |July 26th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Corporate Governance|

Board Gender Diversity and Corporate Innovation: International Evidence Dale Griffin , Kai Li , and Ting XuJournal of Financial and Quantitative AnalysisA version of this paper can be found hereWant to read our summaries of academic [...]

Factor Investing in Sovereign Bond Markets: 221 years of evidence!

By |July 19th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Fixed Income, Value Investing Research, Momentum Investing Research|

Factor Investing in Sovereign Bond Markets: Deep Sample Evidence Baltussen, Martens and Penningaworking paper, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Maximize ESG exposure or screen out sin stocks?

By |July 12th, 2021|ESG, Empirical Methods, Research Insights, Basilico and Johnsen, Academic Research Insight|

Optimal Strategies for ESG Portfolios Fabio Alessandrini and Eric JondeauJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

The Different Types of ESG Investors

By |July 6th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

ESG as Waving Banners and as Pulling Plows Meir StatmanJournal of Portfolio Management, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Can Investors Beat Active Mutual Funds with Cheap ETFs, YUP!

By |June 28th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing, ETF Investing|

Are Passive Funds Really Superior Investments? AnInvestor Perspective Edwin J. Elton, Martin J. Gruber & Andre de SouzaFinancial Analysts Journal A version of this paper can be found hereWant to read our summaries of academic finance [...]

Factors Timing is a Difficult Practice

By |June 21st, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Factor Exposure Variation and Mutual Fund Performance Ammann, Fischer and WeigertFinancial Analyst Journal, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

Can Hedge Funds Successfully Time Factors?

By |June 14th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Timing is money: The factor timing ability of hedge fund managers Albert Jakob Osinga, Marc B.J. Schauten, Remco C.J. ZwinkelsJournal of Empirical FinanceA version of this paper can be found hereWant to read our summaries of [...]

Still Using Book to Market for a Value Metric? Read This.

By |June 7th, 2021|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Going by the Book: Valuation Ratios and Stock Returns Choi, So and WangWorking Paper, 2021A version of this paper can be found here.Want to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

Get Green or Die Trying?

By |June 1st, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Get Green or Die Trying? Carbon Risk Integration into Portfolio Management Maximilian Görgen, Andrea Jacob, and Martin NerlingerJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance [...]

Using Satellite Images to Study Local Information Advantage

By |May 24th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Investor Education|

The Firm Next Door: Using Satellite Images to Study Local Information Advantage Kang, Stice-Lawrence, Wong Journal of Accounting Research, 2021A version of this paper can be found here.Want to read our summaries of academic finance papers? [...]

ESG Performance Breakdown by E, S, and G

By |May 18th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight|

Deconstructing ESG Ratings Performance: Risk and Returnfor E, S, and G by Time Horizon, Sector, and Weighting Guido Giese, Zoltán Nagy, and Linda-Eling LeeJournal of Portfolio ManagementA version of this paper can be found hereWant to [...]

Where Are The Women in Finance? More Clues.

By |May 10th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight|

The Family Origin of the Math Gender Gap is a White Affluent Phenomenon Dossi, Figlio, Giuliano and SapienzaNBER working paper, 2020A version of this paper can be found hereWant to read our summaries of academic finance [...]

Competition for Attention in the ETF Space

By |May 3rd, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, ETF Investing|

Competition for Attention in the ETF Space Itzhak Ben-David, Francesco Franzoni, Byungwook Kim, and Rabih MoussawiSSRN Working paperA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out [...]

We Should Increase Trust in Financial Services

By |April 26th, 2021|Financial Planning, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Behavioral Finance|

Trust and Financial Advice Burke and HungJournal of Pension Economics and Finance, 2021A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What are [...]

Climate Change and Asset Allocation

By |April 19th, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

Climate Change and Asset Allocation: A Distinction ThatMakes a Difference Brian Jacobsen, Eddie Cheng, and Wai LeeJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

Gender Gaps in Venture Capital Performance

By |April 12th, 2021|Private Equity, Research Insights, Basilico and Johnsen, Academic Research Insight|

Gender Gaps in Venture Capital Performance Gompers, Mukharlyamov, Weisburst, and XuanJournal of Financial and Quantitative Analysis, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic [...]

Estimating the Stock-Bond Correlation

By |April 5th, 2021|Empirical Methods, Research Insights, Basilico and Johnsen, Academic Research Insight, Tactical Asset Allocation Research|

The Stock-Bond Correlation Megan Czasonis, Mark Kritzman, and David TurkingtonJournal of Portfolio ManagementA version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

How Active Mutual Funds Use ETFs

By |March 29th, 2021|Research Insights, Basilico and Johnsen, Academic Research Insight, Active and Passive Investing, ETF Investing|

ETF use among actively managed mutual fund portfolios D. Eli Sherrill, Sara E. Shirley, Jeffrey R. StarkJournal of Financial EconomicsA version of this paper can be found hereWant to read our summaries of academic finance papers? [...]

More on the Factor Investing Replication Debate

By |March 26th, 2021|Volatility (e.g., VIX), Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Low Volatility Investing|

Open Source Cross-Sectional Asset Pricing Andrew Chen and Tom ZimmermannWorking paperA version of this paper can be found here What are the research questions? There has been a wave of articles (and press) suggesting that academic [...]

An Economic Framework for ESG Investing

By |March 22nd, 2021|ESG, Research Insights, Basilico and Johnsen, Academic Research Insight, Investment Advisor Education, Machine Learning|

Responsible Investing: The ESG Efficient Frontier Pedersen, Fitzgibbons, and PomorskiJournal of Financial Economics, 2020A version of this paper can be found hereWant to read our summaries of academic finance papers? Check out our Academic Research Insight category What [...]

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