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
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
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
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