Highlights

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

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

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