Highlights

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

Using Fundamental Earnings Factors to Forecast Equity Market Volatility

Haim A. Mozes and John Launny Steffens

The Journal of Trading
Performance of Private Credit Funds: A First Look

Shawn Munday, Wendy Hu, Tobias True and Jian Zhang

The Journal of Alternative Investments
Investment Performance of Credit Risk Transfer Securities (CRTs): The Early Evidence

Chao Gao and John J. McConnell

The Journal of Fixed Income
Sovereign Debt Restructurings: The Case of Venezuela—Issues and Challenges

Michael G. Papaioannou and George Tsetsekos

The Journal of Investing
Forgive, or Award Your Debtor? A Barrier Option Approach

David Sun and Chun-Da Chen

The Journal of Derivatives
The Need for Localized Risk (Venture) Capital: Place-Based Impact Investing

Joe Milam

The Journal of Private Equity
When Does Capitalization Weighting Outperform? Factor-Based Explanations

Roger Clarke, Harindra de Silva and Steven Thorley

The Journal of Index Investing
Asset Allocation and Private Market Investing

Junying Shen, Ding Li, Grace (Tiantian) Qiu, Vishv Jeet, Michelle (Yu) Teng and Ki Cheong Wong

The Journal of Portfolio Management, Multi-Asset Special Issue

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