We present a rigorous framework for asset allocation and selecting mutual funds that takes
into account the unique preferences and constraints of an individual investor. The framework …

We use methods based on wavelets and aggregate series, which have gained growing
acceptance in the finance literature, to test for long memory in the absolute value, squared, and …

Debates about the attributes of environmental, social, and governance (ESG) investing are
ongoing. The definitions, integration methods, performance outcomes, and data consistency …

Funds of funds, which have become a popular investment vehicle in recent years, diversify
across asset classes as well as managers with different styles and expertise. Lifecycle funds …

In contrast to positive earnings forecasts, the negative earnings forecasts of security analysts
are grossly optimistic. We adjusted negative earnings forecasts downward by varying …

The Securities and Exchange Commission (SEC) mandates disclosure of exit or disposal
activity events in 8‐K filings. We use Latent Dirichlet Allocation (LDA), a topic modeling method …

Following the recession in the early 2000s, US corporate and public defined benefit (DB) plans
faced unprecedented uncertainty with respect to their funding requirements going forward…

The Securities and Exchange Commission requires the disclosure of changes to or waivers
of corporate codes of ethics. Because the nature of amendments or waivers can vary, we …

Using methods based on wavelets and aggregate series, long memory in the absolute daily
returns, squared daily returns, and log squared daily returns of the S&P 500 Index are …

The use of textual information contained in company filings with the Securities Exchange
Commission (SEC), including annual reports on Form 10-K, quarterly reports on Form 10-Q, …