Affiliation: | 1. Canada Pension Plan Investment Board, One Queen Street East, Toronto, ON, M5C 2W5, Canada 2. McIntire School of Commerce, University of Virginia, 125 Ruppel Drive, Charlottesville, VA, 22903, USA 3. Department of Systems and Information Engineering, University of Virginia, 151 Engineer’s Way, Charlottesville, VA, 22904, USA 4. Department of Finance & Tax and the African Collaboration for Quantitative Finance & Risk Research (ACQuFRR), University of Cape Town, Private Bag, Rondebosch, 7701, South Africa
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