The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed? Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van Hemert The Journal of Portfolio Management
Private Equity Valuations and Public Equity Performance Megan Czasonis, Mark Kritzman and David Turkington The Journal of Alternative Investments
Demography, Asset Allocation, and Investment Horizon: Enduring Lessons from Long History Ali Nejadmalayeri The Journal of Investing
Range-Curtailing for Options with Discrete Dividend Payments under General Diffusions Deeveya Thakoor and Muddun Bhuruth The Journal of Derivatives
Fund Fees and Expenses—A Tale of Four Surveys: Trends 2014–2018 Julia D. Corelli The Journal of Private Equity
COMMENTARY: Active Indexing with ETFs: Disruption and Implications Joanne M. Hill The Journal of Index Investing
The Relative Effectiveness of the Fed Funds Futures and the FOMC Dot Plots in Predicting the Future Federal Funds Rate John Burke and Andreas Christofi The Journal of Fixed Income
New Evidence on the Effect of Economic Shocks on Retirement Plan Withdrawals Teresa Ghilarducci, Siavash Radpour and Anthony Webb The Journal of Retirement
Zero-Revelation RegTech: Detecting Risk through Linguistic Analysis of Corporate Emails and News Sanjiv R. Das, Seoyoung Kim and Bhushan Kothari The Journal of Financial Data Science
Intelligent Selection of Smart Beta Mutual Funds C. Edward Chang, Thomas M. Krueger and Cedric Tresor Mbanga The Journal of Wealth Management
More Than One Million Reasons to Lie about Structured Finance Janet M. Tavakoli The Journal of Structured Finance
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing Rob Arnott, Campbell R. Harvey, Vitali Kalesnik and Juhani Linnainmaa The Journal of Portfolio Management