Highlights

Each month Portfolio Management Research showcases the most noteworthy articles from across its titles.

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
Factor-Based Investing

Frank Fabozzi, Andrew Ang, Jennifer Bender, Harindra de Silva, and Pim van Vliet

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Portfolio Tilts Using Views on Macroeconomic Regimes

Redouane Elkamhi, Jacky S. H. Lee, and Marco Salerno

The Journal of Portfolio Management, February 2023
The Impact of Higher Mortgage Rates on the Housing and Mortgage Markets

Laurie S. Goodman, Michael Neal, and Daniel Pang

The Journal of Structured Finance, February, Winter 2023
Social Security Decisions: Should Recipients Opt for Early Payments?

Tom Arnold, John H. Earl, and Terry D. Nixon

The Journal of Wealth Management, February, Spring 2023
Factor Investing: The Best Is Yet to Come

David Blitz

The Journal of Portfolio Management, Quantitative Special Issue 2023
Internet Searches, Household Sentiment, and Credit Spreads

Hans Byström

The Journal of Fixed Income, Winter 2023
Investing in Superheroes? Comic Art as a New Alternative Investment

Fabian Y.R.P. Bocart, Christian M. Hafner, Yulia Kasperskaya and Marti Sagarra

he Journal of Alternative Investments, Winter 2023
RICHARD ENNIS'S INSIGHTS: A Universal Investment Portfolio for Public Pension Funds: Making the Most of Our Herding Ways

Richard M. Ennis

The Journal of Investing, December 2022

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