Volume 21, issue 5, September 2020

6 articles in this issue

Broken bucks: money funds that took taxpayer guarantees in 2008

Authors
- Linus Wilson
- Content type: Original Article
- Published: 03 August 2020
- Pages: 375 - 392
ESG controversies and controversial ESG: about silent saints and small sinners

Authors
- Gregor Dorfleitner
- Christian Kreuzer
- Christian Sparrer
- Content type: Original Article
- Open Access
- Published: 03 August 2020
- Pages: 393 - 412
Do smart beta ETFs deliver persistent performance?

Authors
- Cesario Mateus
- Irina B. Mateus
- Marco Soggiu
- Content type: Original Article
- Published: 16 July 2020
- Pages: 413 - 427
Improving CAT bond pricing models via machine learning

Authors
- Tobias Götze
- Marc Gürtler
- Eileen Witowski
- Content type: Original Article
- Open Access
- Published: 23 June 2020
- Pages: 428 - 446
A robust framework for risk parity portfolios

Authors
- Giorgio Costa
- Roy Kwon
- Content type: Original Article
- Published: 03 August 2020
- Pages: 447 - 466
Noise-driven abnormal institutional investor attention

Authors
- Feng Dong
- Content type: Original Article
- Published: 06 June 2020
- Pages: 467 - 488