This study presents a hedge fund portfolio choice model for an investor facing ambiguity. In the empirical section, we measure ambiguity as the cross-sectional dispersion in Industrial Production growth and in stock market return forecasts, and we construct the systematic ambiguity factors from...

This chapter provides a perspective on the rapidly developing literature on investment performance evaluation. I use the stochastic discount factor approach to present and critique current performance measurement techniques in a unified setting. I offer a number of suggestions to improve...

Part I - Shorting Fraud - Profiting While Maintaining Market Integrity -- 1 Introduction -- 2 The Proactive Fraud Investment Strategy -- 3 Market integrity rewards and The potential of Corporate Fraud Exposure Capital Gains -- Part II – The Corporate Fraud and The Corporate Fraudster -- 4 The...

Chapter One: The Rise of Responsible Investing -- Chapter Two: The Pandemic Years: The definitive polycrisis -- Chapter Three: Blowback: Critics assail responsible investing from all sides — are they right? -- Chapter Four: Why Responsible Investing Matters: A Tour Through Asset Classes --...