Practical analysis for investment professionals

Drivers of Value


Closing the Gap: Gender Lens Investing and the Future of Finance

Gender lens investing may be the most powerful approach to achieving gender parity in finance and investment.

More Than Just Oil: Saudi Arabia’s Improved Credit Rating

Contrary to the popular narrative, oil isn't all that matters to the Saudi economy.

Equity Risk Premium Forum: Don’t Bet Against a Bubble?

Cliff Asness, Rob Arnott, Roger G. Ibbotson, and other luminaries explore the nature of bubbles and the momentum factor.

Book Review: In Pursuit of the Perfect Portfolio

Andrew Lo and Stephen Foerster offer a checklist of seven principles by which investors can construct their own “perfect portfolios.”

Crypto Mania, Financial Contagion, and the “Goldilocks Zone”

The crypto craze will make for a fascinating case study in the annals of financial history.

A Paradigm Shift in Investing — Are You Ready?

When it comes to ESG, DEI, and advances in data and technology, this time really is different.

Book Review: The Synergy Solution

Mark L. Sirower and Jeffery M. Weirens subject traditional analyses of M&A transactions to well-warranted scrutiny.

Causality Techniques in Investment Management: Five Key Findings

What are the most widely used causality tests in the equity markets?

Time-Varying Risk Premia: Cochrane’s “Discount Rates”

"Discount rates vary a lot more than we thought. Most of the puzzles and anomalies that we face amount to discount-rate variation we do not understand."

Options Markets: How Far Have Implied Transaction Costs Fallen?

Options trading's explicit costs have plummeted to near zero, but what about implied transaction costs?



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