Highlights

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

Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation

Zhenyu Cui and Stephen Taylor

The Journal of Derivatives
Low-Risk Benchmarking Transcends Rebalancing Methods

Gregory N. Hight and Joseph D. Haley

The Journal of Investing
Risk Tolerance, Return Expectations and Other Factors Impacting Investment Decisions

Sam Sivarajan and Oscar De Bruijn

The Journal of Wealth Management
Measuring Racial/Ethnic Retirement Wealth Inequality

Wenliang Hou and Geoffrey T. Sanzenbacher

The Journal of Retirement
Deep Hedging of Derivatives Using Reinforcement Learning

Jay Cao, Jacky Chen, John Hull and Zissis Poulos

The Journal of Finance Data Science
A Reach for Risk: Pricing Credit and Liquidity in ABS

John N. McElravey

The Journal of Structured Finance
Work Harder: Diligent Rebalancing and Investment Horizon

Wai Lee and Pai Liu

The Journal of Portfolio Management
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

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