How the Share of Green Stocks in Institutional Portfolios Is Vastly Overstated
Luke Taylor, Robert Stambaugh
September 13, 2023
A new study brings stunning clarity to the ESG debate by finding that ESG-related tilts are only 6% of the assets under management of
Finding the Model That Captures Investment Risks, but Not Mispricing of Assets
Robert StambaughApril 25, 2023
The latest Wharton-Jacobs Levy “Best Paper” shows fund managers a way to isolate mispricing of securities to weigh the role of risks.