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.”