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 (28)
- In Markets (20)
- In Portfolio Management (33)
- In Wealth Management (37)
Derivatives
- Options (187)
- Interest-rate and currency swaps (19)
- Futures and forward contracts (58)
- Credit default swaps (36)
- Counterparty risk (9)
- Other (58)
Factors, risk premia
- Analysis of individual factors/risk premia (275)
- Factor-based models (156)
- Style investing (70)
- Other (13)
Fixed income and structured finance
- MBS and residential mortgage loans (77)
- CMBS and commercial mortgage loans (9)
- Asset-backed securities (ABS) (27)
- CLOs, CDOs, and other structured credit (60)
- Project finance (50)
- Legal and regulatory issues for structured finance (24)
- Fixed income and structured finance (265)
International Investing
- Developed (129)
- Emerging (190)
- Frontier (26)
- Global (29)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (104)
- Information providers/credit ratings (45)
- Financial crises and financial market history (144)
- Legal/regulatory/public policy (283)
Long-term/retirement investing
- Wealth management (210)
- Retirement (215)
- Social security (24)
- Pension funds (39)
- Foundations & endowments (9)
- Other (5)
Mutual funds/passive investing/indexing
- Mutual fund performance (96)
- Passive strategies (20)
- Exchange-traded funds and applications. (162)
- Other (97)
Performance measurement
- Volatility measures (41)
- Downside-only measures (12)
- Performance measurement (412)
Portfolio management/multi-asset allocation
- Portfolio theory (181)
- Portfolio construction (422)
- Equity portfolio management (94)
- Fixed-income portfolio management (19)
- ESG investing (137)
- Manager selection (69)
- Other (64)
Quantitative methods
- Statistical methods (331)
- Simulations (104)
- Big data/machine learning (123)
- Quantitative methods (195)
Real assets/alternative investments/private equity
- Real estate (56)
- Commodities (69)
- Other real assets (41)
- Currency (56)
- Private equity (158)
- Real assets/alternative investments/private equity (224)
Risk management
- VAR and use of alternative risk measures of trading risk (24)
- Credit risk management (92)
- Tail risks (32)
- Risk management (178)
Security analysis and valuation
- Fundamental equity analysis (82)
- Accounting and ratio analysis (17)
- Technical analysis (15)
- 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: Summer 2020

Frequency: Quarterly
Editor: Stanley Kon

First published: 1991

Frequency: Quarterly

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Highlights

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A Better Approach to Systematic Outperformance? 58 Years of Endowment Performance

Dennis Hammond

The Journal of Investing
Foreclosures and Their Costs: Could They Have Been Avoided? The Case of California during the Mortgage Crisis

Mejda Bahlous-Boldi

The Journal of Structured Finance
Refining After-Tax Return and Risk Parameters

Peter Mladina

The Journal of Wealth Management
Participation and Pre-Retirement Withdrawals in Oregon’s Auto-IRA

Laura D. Quinby, Alicia H. Munnell, Wenliang Hou, Anek Belbase and Geoffrey T. Sanzenbacher

The Journal of Retirement

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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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