The World’s Oldest Asset Class Enters the 21st Century: How Technology Is Transforming Real Estate Investment Jim Clayton, Frank J. Fabozzi, S. Michael Giliberto, Jacques N. Gordon, Youguo Liang, Greg MacKinnon and Asieh Mansour The Journal of Portfolio Management
Fundamental Factors That Improve Your Investments: A Practical Guide Pim Lausberg, Alfred Slager and Philip Stork The Journal of Investing
Defining and Exploiting Value in US Treasury Bonds Riccardo Rebonato, Jean-Michel Maeso and Lionel Martellini The Journal of Fixed Income
Expected Shortfall Asset Allocation: A Multi-Dimensional Risk-Budgeting Framework Emmanuel Jurczenko and Jérôme Teiletche The Journal of Alternative Investments
The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha? Brian Jacobsen, Wai Lee and Chao Ma The Journal of Portfolio Management
Towards a General Local Volatility Model for All Asset Classes Dariusz Gatarek and Juliusz Jabłecki The Journal of Derivatives
The Need for Speed: Does High-Frequency Trading Make or Break Equity Markets? Ramu Thiagarajan, Richard F. Lacaille, Hanbin Im and Jingyan Wang The Journal of Index Investing
Have Private Equity Returns Really Declined? Gregory W. Brown and Steven N. Kaplan The Journal of Private Equity
Industry Return Predictability: A Machine Learning Approach David E. Rapach, Jack K. Strauss, Jun Tu and Guofu Zhou The Journal of Financial Data Science
A Migrant Flow Pension Model for Small Open Economies Marion Laboure and Juergen Braunstein The Journal of Retirement