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.

View All

Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
Derivatives
- Options (549)
- Interest-rate and currency swaps (65)
- Futures and forward contracts (179)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
Factors, risk premia
- Analysis of individual factors/risk premia (716)
- Factor-based models (465)
- Style investing (168)
- Other (52)
Fixed income and structured finance
- MBS and residential mortgage loans (271)
- CMBS and commercial mortgage loans (93)
- Asset-backed securities (ABS) (169)
- CLOs, CDOs, and other structured credit (246)
- Project finance (87)
- Legal and regulatory issues for structured finance (251)
- Fixed income and structured finance (582)
International Investing
- Developed (383)
- Emerging (472)
- Frontier (42)
- Global (276)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (621)
- Information providers/credit ratings (239)
- Financial crises and financial market history (804)
- Legal/regulatory/public policy (776)
Long-term/retirement investing
- Wealth management (617)
- Retirement (486)
- Social security (101)
- Pension funds (177)
- Foundations & endowments (60)
- Other (55)
Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (144)
- Exchange-traded funds and applications. (425)
- Other (332)
Performance measurement
- Volatility measures (368)
- Downside-only measures (29)
- Performance measurement (1838)
Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1830)
- Equity portfolio management (446)
- Fixed-income portfolio management (188)
- ESG investing (336)
- Manager selection (295)
- Other (274)
Quantitative methods
- Statistical methods (1366)
- Simulations (295)
- Big data/machine learning (361)
- Quantitative methods (438)
Real assets/alternative investments/private equity
- Real estate (223)
- Commodities (195)
- Other real assets (99)
- Currency (174)
- Private equity (742)
- Real assets/alternative investments/private equity (558)
Risk management
- VAR and use of alternative risk measures of trading risk (245)
- Credit risk management (299)
- Tail risks (167)
- Risk management (859)
Security analysis and valuation
- Fundamental equity analysis (256)
- Accounting and ratio analysis (106)
- Technical analysis (113)
- Security analysis and valuation (621)

Journals

View all journals

Editor: Frank J. Fabozzi

First published: 1974

Frequency: 6 annual issues

About

Editorial Board

Current Issue

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

First published: 2019

Frequency: Quarterly

About

Editorial Board

Current Issue

Archive
Editor: Brian Bruce

First issue published: September 2020

Frequency: Quarterly

About

Editorial Board

Current Issue

Archive
Editor: Stanley Kon

First published: 1991

Frequency: Quarterly

About

Editorial Board

Current Issue

Archive

Our authors

View all authors

Highlights

View all highlights

On the Term Structure of VIX Futures’ Implied Convexity

David H. Annis and Damian F. Abasto

The Journal of Derivatives, March, Spring 2023
Investing in Interesting Times

Antti Ilmanen

The Journal of Portfolio Management, March, Multi-Asset Special Issue 2023
ESG and Quality Are Not the Same

Ann-Kathrin Behringer, Robert Bush, Jascha Dahlhaus, and Irina Sidorovitch

The Journal of Impact and ESG Investing, March, Spring 2023
Exchange-Traded Funds, Liquidity, and Centralized Risk Books: Moving Liquidity beyond the Portfolio

Daniel Madden

The Journal of Beta Investment Srategies, March, Spring 2023

Collections

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

View All

Main menu

User menu

Search

Conversations with Frank Fabozzi

Topics

Journals

Our authors

Highlights

Collections

Preview our content

Register for full access

Publish your work

Academic Access

More from PMR

Information for

Get Involved