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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 (73)
- Accounting and ratio analysis (9)
- Technical analysis (9)
- Security analysis and valuation (164)
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 (35)
- Project finance (31)
- Legal and regulatory issues for structured finance (3)
- Fixed income and structured finance (239)
Factors, risk premia
- Analysis of individual factors/risk premia (216)
- Factor-based models (77)
- Style investing (18)
- Other (11)
Portfolio management/multi-asset allocation
- Portfolio theory (68)
- Portfolio construction (279)
- Equity portfolio management (54)
- Fixed-income portfolio management (9)
- ESG investing (65)
- Manager selection (33)
- Other (39)
Quantitative methods
- Statistical methods (239)
- Simulations (50)
- Big data/machine learning (60)
- Quantitative methods (185)
Risk management
- VAR and use of alternative risk measures of trading risk (23)
- Credit risk management (67)
- Tail risks (26)
- Risk management (142)
Real assets/alternative investments/private equity
- Real estate (40)
- Commodities (58)
- Other real assets (31)
- Currency (29)
- Private equity (128)
- Real assets/alternative investments/private equity (211)
Long-term/retirement investing
- Wealth management (109)
- Retirement (169)
- Social security (18)
- Pension funds (26)
- Foundations & endowments (3)
- Other (5)
Performance measurement
- Volatility measures (5)
- Downside-only measures (10)
- Performance measurement (334)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (68)
- Information providers/credit ratings (37)
- Financial crises and financial market history (109)
- Legal/regulatory/public policy (268)
International Investing
- Developed (118)
- Emerging (154)
- Frontier (18)
- Global (24)
Derivatives
- Options (128)
- Interest-rate and currency swaps (15)
- Futures and forward contracts (32)
- Credit default swaps (27)
- Counterparty risk (9)
- Other (48)
Mutual funds/passive investing/indexing
- Mutual fund performance (50)
- Passive strategies (10)
- Exchange-traded funds and applications. (117)
- 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 Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?

Brian Jacobsen, Wai Lee and Chao Ma

The Journal of Portfolio Management
Towards a General Local Volatility Model for All Asset Classes

Dariusz Gatarek and Juliusz Jabłecki

The Journal of Derivatives
The Need for Speed: Does High-Frequency Trading Make or Break Equity Markets?

Ramu Thiagarajan, Richard F. Lacaille, Hanbin Im and Jingyan Wang

The Journal of Index Investing
Have Private Equity Returns Really Declined?

Gregory W. Brown and Steven N. Kaplan

The Journal of Private Equity

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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