Highlights

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

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
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

Pages