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 (169)
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 (234)
- Factor-based models (105)
- Style investing (31)
- Other (11)
Portfolio management/multi-asset allocation
- Portfolio theory (85)
- Portfolio construction (308)
- Equity portfolio management (65)
- Fixed-income portfolio management (13)
- ESG investing (70)
- Manager selection (41)
- Other (40)
Quantitative methods
- Statistical methods (284)
- Simulations (74)
- Big data/machine learning (85)
- 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 (157)
Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (61)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Real assets/alternative investments/private equity (215)
Long-term/retirement investing
- Wealth management (132)
- Retirement (181)
- Social security (22)
- Pension funds (30)
- Foundations & endowments (3)
- Other (5)
Performance measurement
- Volatility measures (17)
- Downside-only measures (10)
- Performance measurement (349)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (80)
- Information providers/credit ratings (40)
- Financial crises and financial market history (122)
- Legal/regulatory/public policy (276)
International Investing
- Developed (129)
- Emerging (169)
- Frontier (24)
- Global (25)
Derivatives
- Options (146)
- Interest-rate and currency swaps (15)
- Futures and forward contracts (36)
- Credit default swaps (27)
- Counterparty risk (9)
- Other (49)
Mutual funds/passive investing/indexing
- Mutual fund performance (60)
- Passive strategies (13)
- Exchange-traded funds and applications. (131)
- 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 Lopéz de Prado | Joseph Simonian

First published: 2019

Frequency: Quarterly

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Highlights

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Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock Returns

Edward N. W. Aw, Joshua Jiang and John Q. Jiang

The Journal of Investing
Geometric Local Variance Gamma Model

P. Carr and A. Itkin

The Journal of Derivatives
With Greater Uncertainty Comes Greater Volatility

Inna Zorina, Jamie Khatri, Carol Zhu and James J. Rowley

The Journal Index Investing
Private Equity and Qualified Small Business Stock: Tax Implications of Various Holding Company Structures for Control Investment

Michael P. Spiro

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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