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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Behavioral Finance
- Theory (29)
- In Markets (20)
- In Portfolio Management (35)
- In Wealth Management (37)
Derivatives
- Options (200)
- Interest-rate and currency swaps (20)
- Futures and forward contracts (59)
- Credit default swaps (39)
- Counterparty risk (9)
- Other (59)
Factors, risk premia
- Analysis of individual factors/risk premia (280)
- Factor-based models (169)
- Style investing (78)
- Other (15)
Fixed income and structured finance
- MBS and residential mortgage loans (81)
- CMBS and commercial mortgage loans (10)
- Asset-backed securities (ABS) (28)
- CLOs, CDOs, and other structured credit (61)
- Project finance (50)
- Legal and regulatory issues for structured finance (24)
- Fixed income and structured finance (266)
International Investing
- Developed (131)
- Emerging (194)
- Frontier (26)
- Global (32)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (107)
- Information providers/credit ratings (45)
- Financial crises and financial market history (152)
- Legal/regulatory/public policy (286)
Long-term/retirement investing
- Wealth management (222)
- Retirement (223)
- Social security (28)
- Pension funds (45)
- Foundations & endowments (11)
- Other (9)
Mutual funds/passive investing/indexing
- Mutual fund performance (104)
- Passive strategies (23)
- Exchange-traded funds and applications. (170)
- Other (97)
Performance measurement
- Volatility measures (50)
- Downside-only measures (12)
- Performance measurement (428)
Portfolio management/multi-asset allocation
- Portfolio theory (192)
- Portfolio construction (441)
- Equity portfolio management (105)
- Fixed-income portfolio management (20)
- ESG investing (142)
- Manager selection (79)
- Other (67)
Quantitative methods
- Statistical methods (345)
- Simulations (111)
- Big data/machine learning (130)
- Quantitative methods (200)
Real assets/alternative investments/private equity
- Real estate (62)
- Commodities (71)
- Other real assets (43)
- Currency (61)
- Private equity (167)
- Real assets/alternative investments/private equity (228)
Risk management
- VAR and use of alternative risk measures of trading risk (26)
- Credit risk management (92)
- Tail risks (33)
- Risk management (193)
Security analysis and valuation
- Fundamental equity analysis (88)
- Accounting and ratio analysis (17)
- Technical analysis (16)
- Security analysis and valuation (171)

Journals

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Editor: Frank J. Fabozzi

First published: 1974

Frequency: 6 annual issues

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

First published: 2019

Frequency: Quarterly

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Editor: Brian Bruce

First issue published: September 2020

Frequency: Quarterly

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Editor: Stanley Kon

First published: 1991

Frequency: Quarterly

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Highlights

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Another Use for Active Share—Understanding Portfolio Exposures

Simon Elimelakh, Barry Gillman and Geoffrey J. Warren

The Journal of Investing
On the Importance of Manager Selection: The Case of Timber Funds

Chung-Hong Fu

The Journal of Alternative Investments
Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model

Riccardo Rebonato and Riccardo Ronzani

The Journal of Fixed Income
From SRI to ESG: The Origins of Socially Responsible and Sustainable Investing

Blaine Townsend

The Journal of Impact and ESG Investing

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