Publications

To ensure our research meets the needs of the corporate world, we present our publications in a format that makes key conclusions accessible to finance professionals. Each publication includes a clearly structured introduction, executive summary, and conclusion.

557 result(s)
What Drives Robo-Advice?
The promise of robo-advisory firms is to provide low cost access to diversified portfolios built in accordance with the…

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Covid-19 and Smart-Beta
Authors investigate the role of sectors on the performance of smart-beta products during the COVID-19 crisis. Cross…

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Climate Change and Credit Risk
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the…

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Factor-Based Commodity Investing
A multi-factor commodity portfolio combining the high momentum, low basis and high basismomentum commodity factor…

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Smart Beta Replication Costs
This paper provides an explicit estimate of the costs applied to a range of smart beta strategies and analyses the…

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