Highlights

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

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
Machine Trading: Theory, Advances, and Applications

Dilip B. Madan and Yazid M. Sharaiha

The Journal of Financial Data Science
An Empirical Examination of the Term Structure Fundamentals of Credit Spreads

The Journal of Fixed Income
Measuring the Carbon Exposure of Institutional Investors

The Journal of Alternative Investments
Downside Volatility-Managed Portfolios

The Journal of Portfolio Management
Strategic Rebalancing

Sandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van Hemert

The Journal of Portfolio Management, Multi-Asset Special Issue
The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger, Mark DeSantis and David Porter

The Journal of Investing
The Future of ETFs: A Backward Glance

Andrew S. Clarke, Michael W. Nolan and Tyrone Sampson

The Journal of Index Investing
Analytically Deriving Risk-Neutral Densities from Volatility Smiles in Delta

Fumio Hayashi

The Journal of Derivatives

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