The goal of this book is to highlight the ten most successful investing ideas of the last decade and the corresponding most representative academic articles that describes them. It is a collection that builds upon our knowledge gained over many years of teaching, advisory and investing experience. The book is organized into two parts. Part one (chapters 1-3) sets the stage by describing our selection process as well as how we define “quality research” from an econometric angle. Part two (chapter 4-14) covers the ten ideas in details, one at a time.
Expected Publication date: Spring 2018
Following are the topics covered in the book:
- Indexing: the Exponential Increase of Passive Investing
- Factor Investing
- The Latest in Asset Allocation
- Socially Responsible Investing
- Innovations in Portfolio Execution: High Frequency Trading
- Social Investing Networks: the Rise of Crowdfunding
- Artificial Intelligence: a Revolution in Investing
- Alternative Investing
- Fixed Income Investing: a New Normal?
- Tail Risk Hedging with Derivatives