The main idea of this article is to approach and compare factor and asset allocation
portfolios using both traditional and alternative allocation techniques: inverse variance …

The emerging or at least threatening “significance test crisis” in accounting has been
prompted by a chorus across multiple physical and social sciences of dissatisfaction with …

This article argues that any ecological finance theory devised to fit the Sustainable
Development Goals (SDGs) needs a paradigm shift in the morphology of randomness …

In this article, the authors introduce a combined approach for investigating currency funds by
using methods from network science and risk factor analysis. They document a positive …

The main goal of this article is to show the relation between global equity and bond funds
from a network perspective. The authors demonstrate the advantages of graph theory to …

In this article the authors investigate two fields that might be relevant for financial data
sciences. The first issue covers the entire production chain “from orders to prices” by …

In his 1959 Rede Lecture at Cambridge, the British polymath CP Snow characterized
academic life as consisting of two cultures. The first culture was the traditional, humanist …

Financial Data Professional Institute Page 1 Financial Data Professional Institute Factor and
Asset Allocation: The Role of Networks and LASSO Panel discussion with Dr. Gueorgui …

Alternatives to traditional cap-weighted indexes have been growing in popularity as
investors strive to add diversification using a transparent, mechanical, and low-cost …