Portfolio Management Research

Topics

Search, browse and discover practical investment research, from across the Portfolio Management Research platform, using our topic-led search. Our pre-defined topics, covering more than 60 investment disciplines, allow you to quickly access those articles most relevant to your business.

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Security analysis and valuation
- Fundamental equity analysis (76)
- Accounting and ratio analysis (12)
- Technical analysis (11)
- Security analysis and valuation (167)
Fixed income and structured finance
- MBS and residential mortgage loans (66)
- CMBS and commercial mortgage loans (4)
- Asset-backed securities (ABS) (23)
- CLOs, CDOs, and other structured credit (52)
- Project finance (44)
- Legal and regulatory issues for structured finance (14)
- Fixed income and structured finance (240)
Factors, risk premia
- Analysis of individual factors/risk premia (228)
- Factor-based models (96)
- Style investing (27)
- Other (11)
Portfolio management/multi-asset allocation
- Portfolio theory (82)
- Portfolio construction (304)
- Equity portfolio management (62)
- Fixed-income portfolio management (12)
- ESG investing (68)
- Manager selection (40)
- Other (39)
Quantitative methods
- Statistical methods (272)
- Simulations (65)
- Big data/machine learning (76)
- Quantitative methods (186)
Risk management
- VAR and use of alternative risk measures of trading risk (23)
- Credit risk management (76)
- Tail risks (31)
- Risk management (154)
Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (36)
- Currency (34)
- Private equity (137)
- Real assets/alternative investments/private equity (214)
Long-term/retirement investing
- Wealth management (127)
- Retirement (179)
- Social security (22)
- Pension funds (29)
- Foundations & endowments (3)
- Other (5)
Performance measurement
- Volatility measures (12)
- Downside-only measures (10)
- Performance measurement (346)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (76)
- Information providers/credit ratings (39)
- Financial crises and financial market history (119)
- Legal/regulatory/public policy (273)
International Investing
- Developed (126)
- Emerging (164)
- Frontier (21)
- Global (25)
Derivatives
- Options (137)
- Interest-rate and currency swaps (15)
- Futures and forward contracts (36)
- Credit default swaps (27)
- Counterparty risk (9)
- Other (48)
Mutual funds/passive investing/indexing
- Mutual fund performance (57)
- Passive strategies (12)
- Exchange-traded funds and applications. (126)
- Other (97)

Journals

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Editor: Frank J. Fabozzi

First published: 1974

Frequency: 6 annual issues

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Editor: Stanley Kon

First published: 1991

Frequency: Quarterly

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Editor: Brian Bruce

First published: 1992

Frequency: Quarterly

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Editors: Frank J. Fabozzi | Marcos Lopez de Prado | Joseph Simonian

First published: 2019

Frequency: Quarterly

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Our authors

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Highlights

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The Golden Age of Quant

Eric H. Sorensen

The Journal of Portfolio Management
Alice in Wonderland… or Is It Plunderland?

Sylvester J. Schieber

The Journal of Retirement
Proofs and Cross-Validations: Three Lessons for Financial Data Science

Joseph Simonian

The Journal of Financial Data Science
Trust within Investment Decisions and Advice

Petra Ritzer-Angerer

The Journal of Wealth Management

Collections

Handpicked by the Portfolio Management Research editors, these curated collections represent the most important and influential research from across our portfolio.

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