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 (34)
Derivatives
- Options (184)
- Interest-rate and currency swaps (19)
- Futures and forward contracts (53)
- Credit default swaps (34)
- Counterparty risk (9)
- Other (54)
Factors, risk premia
- Analysis of individual factors/risk premia (266)
- Factor-based models (142)
- Style investing (59)
- Other (13)
Fixed income and structured finance
- MBS and residential mortgage loans (72)
- 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 (18)
- Fixed income and structured finance (259)
International Investing
- Developed (129)
- Emerging (187)
- Frontier (26)
- Global (28)
Legal/regulatory/public policy
- Exchanges/markets/clearinghouses (99)
- Information providers/credit ratings (42)
- Financial crises and financial market history (137)
- Legal/regulatory/public policy (283)
Long-term/retirement investing
- Wealth management (189)
- Retirement (204)
- Social security (22)
- Pension funds (39)
- Foundations & endowments (5)
- Other (5)
Mutual funds/passive investing/indexing
- Mutual fund performance (91)
- Passive strategies (19)
- Exchange-traded funds and applications. (156)
- Other (97)
Performance measurement
- Volatility measures (32)
- Downside-only measures (10)
- Performance measurement (400)
Portfolio management/multi-asset allocation
- Portfolio theory (162)
- Portfolio construction (401)
- Equity portfolio management (87)
- Fixed-income portfolio management (18)
- ESG investing (124)
- Manager selection (61)
- Other (59)
Quantitative methods
- Statistical methods (322)
- Simulations (99)
- Big data/machine learning (112)
- Quantitative methods (192)
Real assets/alternative investments/private equity
- Real estate (54)
- Commodities (64)
- Other real assets (39)
- Currency (48)
- Private equity (156)
- Real assets/alternative investments/private equity (222)
Risk management
- VAR and use of alternative risk measures of trading risk (24)
- Credit risk management (86)
- Tail risks (32)
- Risk management (172)
Security analysis and valuation
- Fundamental equity analysis (81)
- 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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It’s All About Data: How to Make Good Decisions in a World Awash with Information

Mehrzad Mahdavi and Hossein Kazemi

The Journal of Financial Data Science
Securing Replacement Income with Goal-Based Retirement Investing Strategies

Lionel Martellini, Vincent Milhau and John Mulvey

The Journal of Retirement
CLOs, Private Equity, Pensions, and Systemic Risk

Rod Dubitsky

The Journal of Structured Finance
Allocation of Wealth Both Within and Across Goals: A Practitioner’s Guide

Franklin J. Parker

The Journal of Wealth Management

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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