Our experts have published extensively in peer-reviewed journals. Pre-publication versions of these papers plus other working papers are available below.
What is a TIC Worth?
Are VIX Futures ETPs Effective Hedges?
Isolating the Effect of Day-Count Conventions
A Primer on Non-Traded REITs and other Alternative Real Estate Investments
CLOs, Warehousing, and Banc of America's Undisclosed Losses
The Properties of Short Term Investing in Leveraged ETFs
The VXX ETN and Volatility Exposure
Futures-Based Commodities ETFs
Leveraged Municipal Bond Arbitrage: What Went Wrong?
Auction Rate Securities