Highlights

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

Machine Learning for Active Portfolio Management

Söhnke M. Bartram, Jürgen Branke, Giuliano De Rossi and Mehrshad Motahari

The Journal of Financial Data Science, Summer 2021
Sustainable and Impact Investing: A Taxonomy of Approaches and Considerations for Fiduciaries

Mark Hays and John McCabe

The Journal of Wealth Management, Fall 2021
COMMENTARY: The Endowment Model Is Just Active Management

Laurence B. Siegel

The Journal of Investing, August 2021
The Best Strategies for Inflationary Times

Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey and Otto Van Hemert

The Journal of Portfolio Management, August 2021
American Exceptionalism: The Long-Term Evidence

Elroy Dimson, Paul Marsh and Mike Staunton

The Journal of Portfolio Management Non-US Financial Markets 2021
CDS-Implied Risk of US Delinquency: Implications for the US Debt Ceiling

Ren-Raw Chen, John D. Finnerty and Bruno G. Kamdem

The Journal of Fixed Income, Summer 2021
On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives

Wei Dai, Robert C. Merton and Savina Rizova

The Journal of Alternative Investments, Summer 2021
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

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