Highlights

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

Patience with Active Performance Cyclicality: It’s Harder Than You Think

Chris Tidmore and Andrew Hon

The Journal of Investing June 2021
The Premium Reduction of European, American, and Perpetual Log Return Options

Stephen Taylor and Jan Vecer

The Journal of Derivatives Summer 2021
How a New Benchmark Adds to the Evaluation of a Defensive Equity Strategy

John A. Cardinali and Richard Yasenchak

The Journal of Index Investing Spring/Summer 2021
Sustainable Voting Behavior of Asset Managers: Do They Walk the Walk?

Wilma de Groot, Jan de Koning and Sebastian van Winkel

The Journal of Impact and ESG Investing Summer 2021
The Quant Crisis of 2018–2020: Cornered by Big Growth

David Blitz

The Journal of Portfolio Management
The Best of Both Worlds: Forecasting US Equity Market Returns Using a Hybrid Machine Learning–Time Series Approach

Haifeng Wang, Harshdeep Singh Ahluwalia, Roger A. Aliaga-Díaz and Joseph H. Davis

The Journal of Financial Data Science
Why We Tend to Be Unprepared for the Inevitable Next Disaster

Martin J. Goldberg

The Journal of Structured Finance
Equity Market Integration and Portfolio Decisions: A Study of NASDAQ USA and MSCI Emerging Markets Asia Indexes

Ritesh Patel

The Journal of Wealth Management
Can Low Retirement Savings Be Rationalized?

Jason Scott, John B. Shoven, Sita N. Slavov and John G. Watson

The Journal of Retirement
S&P Global Academic ESG Research Award

S&P Global

The Journal of Impact and ESG Investing
Editors' Introduction to the Special Issue on Investment Models

Frank Fabozzi and Kees Koedijk

The Journal of Portfolio Management Investment Models Special Issue
Endowment Performance

Richard M. Ennis

The Journal of Investing

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