Highlights

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

The Relative Effectiveness of the Fed Funds Futures and the FOMC Dot Plots in Predicting the Future Federal Funds Rate

John Burke and Andreas Christofi

The Journal of Fixed Income
New Evidence on the Effect of Economic Shocks on Retirement Plan Withdrawals

Teresa Ghilarducci, Siavash Radpour and Anthony Webb

The Journal of Retirement
Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News

Sanjiv R. Das, Seoyoung Kim and Bhushan Kothari

The Journal of Financial Data Science
Intelligent Selection of Smart Beta Mutual Funds

C. Edward Chang, Thomas M. Krueger and Cedric Tresor Mbanga

The Journal of Wealth Management
More Than One Million Reasons to Lie about Structured Finance

Janet M. Tavakoli

The Journal of Structured Finance
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa

The Journal of Portfolio Management
What Drives Systemic State Credit Risk? Evidence from the State Credit Default Swap (CDS) Market

Sheen Liu, Chunchi Wu, Chung-Ying Yeh and Woongsun Yoo

The Journal of Fixed Income
Cryptocurrencies in the Global Economy

Julapa Jagtiani, Michael G. Papaioannou and George Tsetsekos

The Journal of Investing
Token Sales and Initial Coin Offerings: Introduction

Paul P. Momtaz

The Journal of Alternative Investments
Entrepreneurs Breed ESG-Rich Companies: Reap Exceptional Returns as Harvest Byproduct

Joel M. Shulman

The Journal of Index Investing
Factor Momentum Everywhere

Tarun Gupta and Bryan Kelly

The Journal of Portfolio Management
Evolution of Real Estate Derivatives and Their Pricing

Frank J. Fabozzi, Robert J. Shiller and Radu S. Tunaru

The Journal of Derivatives

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