A Comprehensive Model for Building Winning Stock Portfolios
Linking fundamental analysis and portfolio optimization may be the key to solving the “investor’s problem.”
Researchers: Matthew R. Lyle and Teri L. Yohn
May 2, 2019
Take 5: What's in Your Investment Portfolio?
Here’s what our faculty have to say about assessing new stocks, investing in green companies—and the benefits of benign neglect.
Researchers: David Chen, Janice C. Eberly, Ravi Jagannathan, Robert Korajczyk, Matthew R. Lyle and Louis Simpson
June 7, 2018
Traders Are Surprisingly Slow to Respond to Off-hours Earnings Announcements
It can take days for investors to react, creating a potentially lucrative strategy for some.
Researchers: Matthew R. Lyle, Christopher Rigsby, Andrew Stephen and Teri L. Yohn
January 4, 2018
Your Investment Tool Is Failing You
A new tool offers smart investors an improvement over the CAPM.
Researchers: Matthew R. Lyle, Charles C. Y. Wang and Akash Chattopadhyay
June 6, 2016