Our experts have published extensively in peer-reviewed journals. Pre-publication versions of these papers plus other working papers are available below.
Are VIX Futures ETPs Effective Hedges?
Isolating the Effect of Day-Count Conventions
Optimizing Portfolio Liquidation Under Risk-Based Margin Requirements
A Primer on Non-Traded REITs and other Alternative Real Estate Investments
CLOs, Warehousing, and Banc of America's Undisclosed Losses