Highlights

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

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
Active Fixed Income Illusions

Jordan Brooks, Tony Gould and Scott Richardson

The Journal of Fixed Income
Business Cycle–Related Timing of Alternative Risk Premia Strategies

Bernd Scherer and Matthias Apel

The Journal of Alternative Investments
It’s All About Data: How to Make Good Decisions in a World Awash with Information

Mehrzad Mahdavi and Hossein Kazemi

The Journal of Financial Data Science
Smart Beta: The Good, the Bad, and the Muddy

The Journal of Portfolio Management
Parameterized Calendar Correlations: Decoding Oil and Beyond

The Journal of Derivatives
It Is Still Not Easy Being Green for Exchange-Traded Funds

The Journal of Index Investing

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