In this article, we quantify the demand for sustainability at the sovereign level. We do so by estimating a longitudinal model, at the issue level, that captures net demand in sovereign ESG factors for both equity and fixed income markets. In spite of the surging interest in ethical investing,...

This article investigates the usefulness of combining traditional factors with ESG data when building optimal equity portfolios. Our contribution departs from the traditional literature by focusing on allocations designed to adjust benchmark policies. We allow compositions to be embedded in a...

Trend Following (TF) is a well-known and documented strategy which has been employed by practitioners since the 1980s. The focus so far has been on the alpha-generating potential of the strategies and in particular on extending the strategy to a broader range of asset markets. In this paper, we...

In this paper, we investigate the issue of partner selection in the health of individuals who are at least fifty years old in England and the United States. We find a strong and positive association in family background variables including education of partners and their parents. Adult health...

The algorithm described here, called OptQuest/NLP or OQNLP, is a heuristic designed to find global optima for pure and mixed integer nonlinear problems with many constraints and variables, where all problem functions are differentiable with respect to the continuous variables. It uses OptQuest,...

According to social contract theories of morality, right and wrong are nothing more than the agreement among rationally self-interested individuals to give up the unhindered pursuit of their own desires for the security of living in peace. I argue that theism provides a better motivation for...