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.

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It's Time for Asset Allocation
Despite repeated evidence that asset allocation accounts for a very large fraction of a portfolio return, the industry…

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Measure for Measure
In a previous paper, Life at Sharpe's End, the author touched upon the difficulty of using standard measures to evaluate…

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Life at Sharpe's End
For futures programs, the meaning of rate-of-return numbers can be somewhat ambiguous, given that one does not need to…

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