Highlights

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

The Impact of ESG Risk on Stocks

James X. Xiong

The Journal of Impact and ESG Investing, Fall 2021
Private Equity Benchmarking for Asset Owners and Investment Managers

Emilian Belev and Dan DiBartolomeo

The Journal of Index Investing, Fall 2021
Top-Down Portfolio Implications of Climate Change

Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin

The Journal of Portfolio Management Novel Risks 2021
Semi-Analytical Solutions for Barrier and American Options Written on a Time-Dependent Ornstein–Uhlenbeck Process

Peter Carr and Andrey Itkin

The Journal of Derivatives, Fall 2021
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

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