Highlights

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

Factor Investing in Currency Markets: Does It Make Sense?

Elisa Baku, Roberta Fortes, Karine Hervé, Edmond Lezmi, Hassan Malongo, Thierry Roncalli and Jiali Xu

The Journal of Portfolio Management Quantitative Special Issue 2020
Factor Investing in Corporate Bond Markets: Enhancing Efficacy Through Diversification and Purification!

Thomas Heckel, Zine Amghar, Isaac Haik, Olivier Laplénie and Raul Leote de Carvalho

The Journal of Fixed Income
Demystifying Illiquid Assets: Expected Returns for Private Equity

Antti Ilmanen, Swati Chandra and Nicholas McQuinn

The Journal of Alternative Investments
Rise of the Machines: Factor Investing with Artificial Neural Networks and the Cross–Section of Expected Stock Returns

Edward N. W. Aw, Joshua Jiang and John Q. Jiang

The Journal of Investing
Geometric Local Variance Gamma Model

P. Carr and A. Itkin

The Journal of Derivatives
With Greater Uncertainty Comes Greater Volatility

Inna Zorina, Jamie Khatri, Carol Zhu and James J. Rowley

The Journal Index Investing
Private Equity and Qualified Small Business Stock: Tax Implications of Various Holding Company Structures for Control Investment

Michael P. Spiro

The Journal of Private Equity
The Golden Age of Quant

Eric H. Sorensen

The Journal of Portfolio Management
Proofs and Cross-Validations: Three Lessons for Financial Data Science

Joseph Simonian

The Journal of Financial Data Science
Alice in Wonderland… or Is It Plunderland?

Sylvester J. Schieber

The Journal of Retirement
Trust within Investment Decisions and Advice

Petra Ritzer-Angerer

The Journal of Wealth Management
Financing the Middle Market: Growth and Evolution

Michael T. Mullins and Russell J. Casper

The Journal of Structured Finance

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