Highlights

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

23rd Annual Bernstein Fabozzi/Jacobs Levy Awards

Help recognize the best papers from 2021 - Voting closes December 31, 2021
Risky Corporate Bonds in 2021: A Bubble, or Rational Underwriting in a Low-Rate Environment?

Edward I. Altman and Mike Harmon

The Journal of Portfolio Management November 2021
Alternative Data in Investment Management: Usage, Challenges, and Valuation

Gene Ekster and Petter N. Kolm

The Journal of Financial Data Science Fall 2021
Divergence of Aviation Finance Markets: Lulls before the Storm or Growth?

David Yu

The Journal of Structured Finance Fall 2021
Targeted Wealth Management for Prospect Theory Investors

Jordan Moore

The Journal of Wealth Management Winter 2021
INTRODUCTION: Resilient Real Estate

Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh Mansour

The Journal of Portfolio Management, Special Real Estate Issue, 2021
Maximum Drawdown Distributions: The Cross-Asset Dimension

Peter Warken and Angelina Kostyrina

The Journal of Investing, October 2021
Testing the Forecasting Ability of Multi-Factor Models on Non-US Interbank Rates

Diana Tunaru, Francesco A. Fabozzi and Frank J. Fabozzi

The Journal of Fixed Income, Fall 2021
When to Go and How to Go? Founder and Leader Transition in Private Equity Firms

Josh Lerner and Diana Noble

The Journal of Alternative Investments, Fall 2021
The Impact of ESG Risk on Stocks

James X. Xiong

The Journal of Impact and ESG Investing, Fall 2021
Private Equity Benchmarking for Asset Owners and Investment Managers

Emilian Belev and Dan DiBartolomeo

The Journal of Index Investing, Fall 2021
Top-Down Portfolio Implications of Climate Change

Yesim Tokat-Acikel, Marco Aiolfi, Lorne Johnson, John Hall and Jessica (Yiwen) Jin

The Journal of Portfolio Management Novel Risks 2021

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