Highlights

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

Market Liquidity: An Elusive Variable

Robert A. Schwartz, Reto Francioni and Peter Weber

The Journal of Portfolio Management
Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities

Luca Capriotti and Ruggero Vaia

The Journal of Derivatives
A Better Way to Index: Revisiting and Revising a Central Tenet of Index Methodology

Miles Huffman and Shiyun Song

The Journal of Index Investing
A Better Approach to Systematic Outperformance? 58 Years of Endowment Performance

Dennis Hammond

The Journal of Investing
Foreclosures and Their Costs: Could They Have Been Avoided? The Case of California during the Mortgage Crisis

Mejda Bahlous-Boldi

The Journal of Structured Finance
Refining After-Tax Return and Risk Parameters

Peter Mladina

The Journal of Wealth Management
Participation and Pre-Retirement Withdrawals in Oregon’s Auto-IRA

Laura D. Quinby, Alicia H. Munnell, Wenliang Hou, Anek Belbase and Geoffrey T. Sanzenbacher

The Journal of Retirement
Machine Trading: Theory, Advances, and Applications

Dilip B. Madan and Yazid M. Sharaiha

The Journal of Financial Data Science

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