Highlights

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

Pathetic Protection: The Elusive Benefits of Protective Puts

Roni Israelov

The Journal of Alternative Investments
(Il)liquidity Premium in Credit Markets: A Myth?

Scott Richardson and Diogo Palhares

The Journal of Fixed Income
Asset Allocation vs. Factor Allocation—Can We Build a Unified Method?

Jennifer Bender, Jerry Le Sun and Ric Thomas

The Journal of Portfolio Management
Curve-Fitting Method for Implied Volatility

Desheng Wu and Tianxiang Liu

The Journal of Derivatives
Private Equity Investing 2018: Rethinking the Private Equity Investment Model to Build Value

Jeffrey M. Pomerance and David McCarthy

The Journal of Private Equity
Passive Sustainable Funds: The Global Landscape

Hortense Bioy and Kenneth Lamont

The Journal of Index Investing
Evidence That Analyst Forecasts Do Not Reflect Their Expectations

Haim A. Mozes

The Journal of Investing
Machine Learning for Structured Finance

Eric Kolchinsky

The Journal of Structured Finance
What Investment Risk Means to You, Illustrated

M. Barton Waring and Laurence B. Siegel

The Journal of Retirement
The Impact of Volatility Targeting

Campbell R. Harvey, Edward Hoyle, Russell Korgaonkar, Sandy Rattray, Matthew Sargaison and Otto Van Hemert

The Journal of Portfolio Management
Multi-Period After-Tax Reporting: A Practical Solution

Nathan Sosner, Rodney Sullivan and Liliana Urrutia

The Journal of Wealth Management
Using Fundamental Earnings Factors to Forecast Equity Market Volatility

Haim A. Mozes and John Launny Steffens

The Journal of Trading

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