Highlights

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

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
From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts

Marielle De Jong and Frank J. Fabozzi

The Journal of Fixed Income
The Evolution of Private Equity Fund Value

Gregory W. Brown, Wendy Y. Hu and Jian Zhang

The Journal of Alternative Investments
Deep Value

Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar

The Journal of Portfolio Management, Multi-Asset Special Issue
Does Sustainable Investing Deprive Unsustainable Firms of Fresh Capital?

David Blitz, Laurens Swinkels and Jan Anton van Zanten

The Journal of Impact and ESG Investing

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