Highlights

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

Smart Beta: The Good, the Bad, and the Muddy

The Journal of Portfolio Management
Parameterized Calendar Correlations: Decoding Oil and Beyond

The Journal of Derivatives
It Is Still Not Easy Being Green for Exchange-Traded Funds

The Journal of Index Investing
ESG as Waving Banners and as Pulling Plows

Meir Statman

The Journal of Portfolio Management
Machine Learning in Asset Management—Part 1: Portfolio Construction—Trading Strategies

Derek Snow

The Journal of Financial Data Science
To Divest or to Engage? A Case Study of Investor Responses to Climate Activism

David Chambers, Elroy Dimson and Ellen Quigley

The Journal of Investing
Family Office Research Review

Denise Kenyon-Rouvinez and Jung Eung Park

The Journal of Wealth Management
Mortgage Credit Availability for Self-Employed Households

Laurie S. Goodman, Karan Kaul and Jun Zhu

The Journal of Structured Finance
Linking Metrics to Objectives: Retirement Saving, Spending, and Active Management

Steve Fox

The Journal of Retirement
Factor Investing in Currency Markets: Does It Make Sense?

Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu

The Journal of Portfolio Management Quantitative Special Issue 2020
Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!

Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie and Raul Leote de Carvalho

The Journal of Fixed Income
Demystifying Illiquid Assets: Expected Returns for Private Equity

Antti Ilmanen, Swati Chandra and Nicholas McQuinn

The Journal of Alternative Investments

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