Highlights

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

An Empirical Examination of the Term Structure Fundamentals of Credit Spreads

The Journal of Fixed Income
Measuring the Carbon Exposure of Institutional Investors

The Journal of Alternative Investments
Downside Volatility-Managed Portfolios

The Journal of Portfolio Management
Strategic Rebalancing

Sandy Rattray, Nick Granger, Campbell R. Harvey and Otto Van Hemert

The Journal of Portfolio Management, Multi-Asset Special Issue
The Impact of High-Frequency Trading in Experimental Markets

Nathanael Berger, Mark DeSantis and David Porter

The Journal of Investing
The Future of ETFs: A Backward Glance

Andrew S. Clarke, Michael W. Nolan and Tyrone Sampson

The Journal of Index Investing
Analytically Deriving Risk-Neutral Densities from Volatility Smiles in Delta

Fumio Hayashi

The Journal of Derivatives
Allocation of Wealth Both Within and Across Goals: A Practitioner’s Guide

Franklin J. Parker

The Journal of Wealth Management
Securing Replacement Income with Goal-Based Retirement Investing Strategies

Lionel Martellini, Vincent Milhau and John Mulvey

The Journal of Retirement
CLOs, Private Equity, Pensions, and Systemic Risk

Rod Dubitsky

The Journal of Structured Finance
Manager Selection, Deselection, and Termination

Mark Anson

The Journal of Portfolio Management Manager Fund Selection 2020
The Risk in Value

Haim A. Mozes

The Journal of Investing

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