The answer is yes and no.
Different people have different views about it because they are considering different things.
I have just been through the very same question about the shielded cables we use at work to try and get a company policy on what we should do and in the end we either do what the customer requests, follow the manufacturers instructions or use grounding the shield at the source end only.
If you google it there are some very technical explanations about why to ground it both ends and the same why not to.
It is suggested that simply grounding it at one end can sometimes be incorrect.
For audio signals it is suggested to ground at only 1 end to prevent ground loops that then cause noise on the signal.
For EMC and if it is not audio and there is also a ground wire in it then it is suggested that best to ground it at both ends, some manufacturers also specify this for their equipment, I Had a Variable Frequency Drive this week that did.
I often install gas usage meters with metal connectors on that need the shield connected to it, this is then passed into the meter itself.
So it's all dependent on the individual situation, of which only you can make that decision.
When grounding at 1 end only, this must be at the controlling/source device end and not the far outer end.
The screen should never be used as a functional wire, only as a screen.
Research it some more - it's a minefield.