The full third quarter issue comprises seven research articles. The first asks, “Are Passive Funds Really Superior Investments?” The second defends portfolio optimization, and the third article assists us in “Choosing and Using Utility Functions.” These are followed by “Machine Learning for Stock Selection” and “The Impact of Crowding in Alternative Risk Premia Investing.” Next, we investigate “Financial Statement Anomalies in the Bond Market,” and the issue ends with the confusion provoked by the titles used by “Brokers or Investment Advisers.”
2019 Third Quarter Issue (Vol. 75, No. 3)
Read the Full Issue (PDF)
CFA Institute Member Content
Related
We're using cookies, but you can turn them off in Privacy Settings. Otherwise, you are agreeing to our use of cookies. Learn more in our Privacy Policy.
Privacy Settings
Functional cookies, which are necessary for basic site functionality like keeping you logged in, are always enabled.