Flowcharts

Financial ML offers the opportunity to gain insight from data:* Modelling non-linear relationships in a high-dimensional space* Analyzing unstructured d

In the earliest days of empirical work in academic finance, the size effect was the first market anomaly to challenge the standard asset pricing model and promp

Most investment strategies uncovered by practitioners and academics are false. This partially explains the high rate of failure, especially among quantitative h

This paper examines the market for initial coin offerings (ICOs). ICOs are smart contracts based on blockchain technology that are designed for entrepreneurs to

Click link for full abstract.

I examine corporate green bonds, whose proceeds finance climate-friendly projects. These bonds have become more prevalent over time, especially in industries wh

We define “deep value” as episodes where the valuation spread between cheap and expensive securities is wide relative to its history. Examining deep v

The financial industry has witnessed the so-called “fintech revolution” in recent years. Due to the emergence of information technologies such as cloud computin

Machine learning (ML) is changing virtually every aspect of our lives. Today ML algorithms accomplish tasks that until recently only expert humans could perform

The rate of failure in quantitative finance is high, and particularly so in financial machine learning. The few managers who succeed amass a large amount of ass

This paper demonstrates that bitcoin’s medium- to long-term price follows Metcalfe’s law. Bitcoin is modeled as a token digital currency, a medium of exchange w

Best known for their role in the creation of cryptocurrencies like bitcoin, blockchains are revolutionizing the way tech entrepreneurs finance their business en

Financing of investments through green bonds has grown rapidly in recent years. But definitions of what makes a bond “green” vary. Various certificati

The application of technological innovations to the finance industry (Fintech) has been attracting tens of billions of dollars in venture capital in recent year

In multi-period trading with realistic market impact, determining the dynamic trading strategy that optimizes expected utility of final wealth is a hard problem

Examining a shock to the salience of the sustainability of the US mutual fund market, we present causal evidence that investors marketwide value sustainability.

Value investing has been a part of the investment lexicon for at least the better part of a century. In particular the diversified systematic “value factor” or

The seemingly never-ending scandals in the world of finance, accompanied by their damaging effects on value and human welfare, make a strong case for an additio

Financial technology (‘FinTech’) is transforming finance and challenging its regulation at an unprecedented rate. Two major trends stand out in the current peri

Relative to quantitative methods traditionally used in accounting and finance, textual analysis is substantially less precise. Thus, understanding the art is of