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To Group or Not to Group? Evidence from Mutual Fund Databases

Published: 6 October 2016

Authors: Saurin Patel and聽Sergei Sarkissian聽 Publication:聽Journal of Financial and Quantitative Analysis,聽Vol. 52, No. 5, 2017, pp. 1989-2021. Abstract:聽

Staying at zero with affine processes: An application to term structure modelling

Published: 2 October 2017

Authors: Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet Publication: Journal of Econometrics, Vol. 201, No. 2, 2017, pp. 348-366. Abstract:

Home Bias Abroad: Domestic Industries and Foreign Portfolio Choice

Published: 11 October 2017

Authors: David Schumacher Publication: Review of Financial Studies, Forthcoming Abstract:

Are intelligent machines the new and improved investment managers?

Published: 23 November 2017

An article for The Globe and Mail examines the emerging trend among investment firms to integrate artificial intelligence (AI) in their daily operations....

The education reformation

Published: 20 November 2017

In a piece for American Affairs, Professor Reuven Brenner takes a pulse of contemporary U.S. education and outlines some of the key challenges in this area, including skewed high school graduation...

Scenario generation for long run interest rate risk assessment

Published: 3 October 2017

Authors: Robert Engle, Guillaume Roussellet, Emil Siriwardane Publication: Journal of Econometrics, Vol. 201, No. 2, December 2017 Abstract:

Technological advancement means the rethinking of language

Published: 14 November 2017

As society continues to embrace technological advancement, we tend to overlook how the words that our ancestors used have lost their meaning. In an article for Asia Times, Desautels professor...

Debt, labor markets, and the creation and destruction of firms

Published: 2 December 2015

Authors:聽Almazan, A.,聽De Motta, A., and Titman, S.ac 聽 聽Publication:聽Journal of Financial Economics, Vol. 118, No. 3, 2015

Who Are the Value and Growth Investors?

Published: 13 January 2017

Authors:聽Betermier, S.,聽Calvet, L.E.,聽Sodini, P. Publication: The Journal of Finance, Vol. 72, No. 1, 2017聽 Abstract:聽

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