Research notes.
Notes on portfolio construction, risk and allocation.
Risk-weighted portfolio construction · 2026
ReadEncyclopedia of Return Streams
22 return streams, organized by economic driver.
Volatility drag · SSRN 2026
Read on SSRNFrom Coin-Flip Paradoxes to Portfolio Management
Mitigating volatility drag via diversification and rebalancing.
ESG integration · SSRN 2025
Read on SSRNShould You Short or Exclude the ESG Sinners?
Integrating ESG controversies into long-short strategies for US and European equities and corporate bonds.