Highlights

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

Active Factor Completion Strategies

Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother

The Journal of Portfolio Management Quantitative Special Issue 2021
Rates Factors and Global Asset Allocation

Joshua Kothe, Harald Lohre and Carsten Rother

The Journal of Fixed Income
The Ultimate Safe Haven

Mike Nigro

The Journal of Alternative Investments
Financial Quality Metrics and ESG Factor Interactions in Equity Markets

Yijia Chen and Alexander Deleon

The Journal of Impact and ESG Investing
The Free Boundary For The American Put Option

Thomas Little

The Journal of Derivatives
COMMENTARY: Wake Up!

Richard M. Ennis

The Journal of Investing
Pricing and Liquidity of Fixed Income ETFs in the Covid-19 Virus Crisis of 2020

Stephen Laipply and Ananth Madhavan

The Journal of Index Investing
Deep Learning for Portfolio Optimization

Zihao Zhang, Stefan Zohren and Stephen Roberts

The Journal of Financial Data Science
Monetization Matters: Active Tail Risk Management and the Great Virus Crisis

Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport

The Journal of Portfolio Management
PERSPECTIVES: CLO Credit Ratings Gone Awry

Gene Phillips and Mark Adelson

The Journal of Structured Finance
Retirement Planning: From Z to A

Javier Estrada

The Journal of Retirement
The Life Journey of Wealthy Women: Evolving Experiences Around Money, Work, Family, and Life Choices of Ultrawealthy Women

Fredda Herz Brown and Dennis T. Jaffe

The Journal of Wealth Management

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