External Research Anthology

As a group of scientifically-minded individuals, we enjoy standing on the shoulders of giants. Explore our curated selection of third-party research papers, each accompanied by an AI-generated summary.

  • Please select the topic of interest
  • View options
  • Show All
  • Climate Impact
  • Climate Risks
  • Diversification
  • Equity Performance
  • Equity Risk Models
  • ESG Ratings
  • Factor Investing
  • Macro
  • Portfolio Allocation
  • Research Supplement
  • Sustainable Investing
  • Tracking Error
  • Timo Busch, Matthew Johnson, Thomas Pioch, 2022
    Read More
  • Timo Busch, Matthew Johnson, Thomas Pioch, 2022, Thierry Roncalli, Guillaume Weisang, 2012
    Read More
  • Clifford S. Asness, Tobias J. Moskowitz, Lasse Heje Pedersen, 2013
    Read More
  • Antti Ilmanen, Jared Kizer, 2012
    Read More
  • R. David McLean, Jeffrey Pontiff, 2016
    Read More
  • Andrew Detzel, Robert Novy-Marx, Mihail Velikov, 2023
    Read More
  • Eugene F. Fama, Kenneth R. French, 1993
    Read More
  • Eugene F. Fama, James D. MacBeth, 1973
    Read More
  • Robert C. Merton, 1973
    Read More
  • Lu Zhang, 2005
    Read More
  • Mark M. Carhart, 1997
    Read More
  • Campbell R. Harvey, Yan Liu, 2021
    Read More
  • Andrea Frazzini, Lasse Heje Pedersen, 2014
    Read More
  • Stephen A. Ross, 1976
    Read More
  • Noël Amenc, Felix Goltz, Ashish Lodh, Sivagaminathan Sivasubramanian, 2015
    Read More
  • Gianfranco Gianfrate, Marco Ghitti, Lorenza Palma, 2022
    Read More
  • Lionel Martellini, Vincent Milhau, 2018
    Read More
  • Lionel Martellini, Vincent Milhau, 2020
    Read More
  • Gianfranco Gianfrate, Tim Kievid, Angelo Nunnari, 2021
    Read More
  • Ron Alquist, Ronen Israel, Tobias Moskowitz, 2018
    Read More
  • Jun Tu, Guofu Zhou, 2011
    Read More
  • Victor DeMiguel, Lorenzo Garlappi, Raman Uppal, 2009
    Read More
  • Eugene F. Fama, Kenneth R. French, 2004
    Read More
  • Ravi Jagannathan, Tongshu Ma, 2003
    Read More
  • Eugene F. Fama, Kenneth R. French, 1996
    Read More
  • Narasimhan Jegadeesh, Sheridan Titman, 1993
    Read More
  • Bruce I. Jacobs, Kenneth N. Levy, 2021
    Read More
  • Eugene F. Fama, Kenneth R. French, 2020
    Read More
  • Eugene F. Fama, Kenneth R. French, 2015
    Read More
  • Eugene F. Fama, Kenneth R. French, 1992
    Read More
  • James L. Davis, Eugene F. Fama, Kenneth R. French, 2000
    Read More
  • Kent Daniel, Sheridan Titman, 2012
    Read More
  • Edwin Burmeister, Richard Roll, Stephen A. Ross,
    Read More
  • Dennis Bams, Bram van der Kroft, Working Paper
    Read More
  • Özge Sahin, , Karoline Bax, Sandra Paterlini, Claudia Czado, 2023
    Read More
  • Rob Bauer, Tobias Ruof, Paul Smeets, 2021
    Read More
  • Samuel M. Hartzmark, Abigail B. Sussman, 2019
    Read More
  • Mike Chen, Robert von Behren, George Mussalli, 2021
    Read More
  • Clifford Asness, Andrea Frazzini, Ronen Israel, Tobias J. Moskowitz, Lasse H. Pedersen, 2018
    Read More
  • Bryan T. Kelly, Seth Pruitt, Yinan Su, 2019
    Read More
  • John H Cochrane, 2022
    Read More
  • Sebastien Maillard, Thierry Roncalli, Jerome Teiletche, 2010
    Read More
  • Giovanni Bruno, Mikheil Esakia, , Felix Goltz, 2022
    Read More
  • Noël Amenc, Felix Goltz, 2016
    Read More
  • Victor DeMiguel, Lorenzo Garlappi, Francisco J. Nogales, Raman Uppal, 2009
    Read More
  • Ľuboš Pástor, Robert F. Stambaugh, Lucian A. Taylor, 2021
    Read More
  • Florian Berg, Julian F Kölbel, Roberto Rigobon, 2022
    Read More
  • Daniel Aguet, Dimitris Korovilas, 2022
    Read More
  • Mikheil Esakia, Felix Goltz, Ben Luyten, Marcel Sibbe, 2019
    Read More
  • Mikheil Esakia, Felix Goltz, September 2022
    Read More
  • Michele Aghassi, Cliff Asness, Charles Fattouche, Tobias J. Moskowitz, 2023
    Read More
  • Edward Qian, 2006
    Read More
  • Cliff Asness, May 2017
    Read More
  • Felix Goltz, Ben Luyten, February 2019
    Read More
  • Lionel Martellini, Vincent Milhau, 2018
    Read More