New Research
At Portfolio Management Research we understand accessing high-quality, thought-provoking, timely research is critical to the success of your portfolios. All our articles are published online first, meaning you have immediate access to the latest financial intelligence, as soon as it is available.
Financial Inclusion in the BRICS—Evidence from the World Bank’s Latest Findex Survey
Farid Ahmed, Arif Billah Dar and Roop Lal Sharma
The Journal of Wealth Management Summer 2022, jwm.2022.1.169; DOI: https://doi.org/10.3905/jwm.2022.1.169
Women in Retirement: Living Longer, Less Money Saved
Toni Brown
The Journal of Retirement Gender, Race, and Retirement 2022, jor.2022.1.112; DOI: https://doi.org/10.3905/jor.2022.1.112
Transition Bond Frameworks: Goals, Issues, and Guiding Principles
Gireesh Shrimali
The Journal of Impact and ESG Investing Summer 2022, jesg.2022.1.042; DOI: https://doi.org/10.3905/jesg.2022.1.042
An Application of Financial Resilience to Retirement Planning by Racial/Ethnic Status
Kenneth J. White, Congrong Ouyang, Ives Machiz, Megan McCoy and Jia Qi
The Journal of Retirement Gender, Race, and Retirement 2022, jor.2022.1.111; DOI: https://doi.org/10.3905/jor.2022.1.111
Interpretability of Machine Learning versus Statistical Credit Risk Models
Anand K. Ramteke, Pavan Wadhwa and Monica Yan
The Journal of Financial Data Science Spring 2022, jfds.2022.1.089; DOI: https://doi.org/10.3905/jfds.2022.1.089
Leading Economic Indicator and Global Stock Market Returns
Todd Feldman and Alan Jung
The Journal of Wealth Management Summer 2022, jwm.2022.1.168; DOI: https://doi.org/10.3905/jwm.2022.1.168
Option Pricing Models: From Black-Scholes-Merton to Present
Ahmet K. Karagozoglu
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.158; DOI: https://doi.org/10.3905/jod.2022.1.158
Aftershock: The Effect of the Pandemic on Mortgage Securitization
Frank E. Nothaft, Patrick H. Kiser and Molly Boesel
The Journal of Structured Finance Spring 2022, jsf.2022.1.135; DOI: https://doi.org/10.3905/jsf.2022.1.135
Financial Globalization and Its Implications for Asset Allocation in a Dollar World
Ramu Thiagarajan, Hanbin Im, Jiho Han, Aaron Hurd and Gaurav Mallik
The Journal of Investing joi.2022.1.225; DOI: https://doi.org/10.3905/joi.2022.1.225
The Performance of ESG Funds vis-à-vis Non-ESG Funds
Nikolaos Milonas, Gerasimos Rompotis and Christos Moutzouris
The Journal of Impact and ESG Investing Summer 2022, jesg.2022.1.041; DOI: https://doi.org/10.3905/jesg.2022.1.041
A Move in the Right Direction: Client Relationships in Financial Advice
Katherine H. M. Hunt, Brimble Mark and Brett Freudenberg
The Journal of Wealth Management Summer 2022, jwm.2022.1.167; DOI: https://doi.org/10.3905/jwm.2022.1.167
Black and Hispanic American Findings from the 2021 Retirement Confidence Survey
Craig Copeland and Lisa Greenwald
The Journal of Retirement Gender, Race, and Retirement 2022, jor.2022.1.110; DOI: https://doi.org/10.3905/jor.2022.1.110
Improving Portfolio Performance via Natural Language Processing Methods
Di-Jia Su, John M. Mulvey and H. Vincent Poor
The Journal of Financial Data Science Spring 2022, jfds.2022.1.088; DOI: https://doi.org/10.3905/jfds.2022.1.088
Interfamily Financial Dependence and Retirement Savings
Dania V. Francis and Christian E. Weller
The Journal of Retirement Gender, Race, and Retirement 2022, jor.2022.1.109; DOI: https://doi.org/10.3905/jor.2022.1.109
Applications of FX Derivatives in Active Currency Risk Management
Frank J. Fabozzi and Suprita Vohra
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.157; DOI: https://doi.org/10.3905/jod.2022.1.157
eMortgage Adoption: Acceleration Through the Pandemic
Mike Fratantoni
The Journal of Structured Finance Spring 2022, jsf.2022.1.134; DOI: https://doi.org/10.3905/jsf.2022.1.134
Can a Momentum Strategy Outperform the S&P 500 Index in a Retirement Plan?
Akhtar Lodgher and Syed Harun
The Journal of Retirement jor.2022.1.108; DOI: https://doi.org/10.3905/jor.2022.1.108
Harvesting Multi-Asset Carry, Value, and Momentum: Work Smarter, Not Harder
Brian Jacobsen and Matthias Scheiber
The Journal of Financial Data Science Spring 2022, jfds.2022.1.087; DOI: https://doi.org/10.3905/jfds.2022.1.087
Shifting Drivers for US House Prices
Francis Parisi
The Journal of Structured Finance Spring 2022, jsf.2022.1.133; DOI: https://doi.org/10.3905/jsf.2022.1.133
Impact Measurement Considerations for Private Market Investors
Kenneth B. Trippe and Essma Bengabsia
The Journal of Wealth Management Summer 2022, jwm.2022.1.166; DOI: https://doi.org/10.3905/jwm.2022.1.166
Taxes, Charity, and Hedge Funds: Tax Implications of Charitable Contributions of Leveraged Partnership Interests
Nathan Sosner and Roxana Steblea-Lora
The Journal of Wealth Management Summer 2022, jwm.2022.1.165; DOI: https://doi.org/10.3905/jwm.2022.1.165
Wavelet Multiscale and Spillover Analyses of Volatility and Correlation
Sofiane Aboura
The Journal of Derivatives Summer 2022, jod.2022.1.155; DOI: https://doi.org/10.3905/jod.2022.1.155
Gender Diversity among Defined Contribution Plan Administrators and the Potential Impact on Retirement Outcomes
David Blanchett, Julie Varga and Chris Weirath
The Journal of Retirement Gender Race Retirement 2022, jor.2022.1.107; DOI: https://doi.org/10.3905/jor.2022.1.107
Analyzing the Intersection of HSAs and Race, Ethnicity, Gender, and Income
Jake Spiegel
The Journal of Retirement Gender Race Retirement 2022, jor.2022.1.106; DOI: https://doi.org/10.3905/jor.2022.1.106
Handling the Use of Derivatives in Performance Attribution
Bruce J. Feibel
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.154; DOI: https://doi.org/10.3905/jod.2022.1.154
Racial Discrimination in Life Insurance
William Gale, Kyle D. Logue, Nora Cahill, Rachel Gu and Swati Joshi
The Journal of Retirement Gender Race Retirement 2022, jor.2022.1.105; DOI: https://doi.org/10.3905/jor.2022.1.105
The Illusory Benefit of Working Longer on Retirement Financial Preparedness: Rethinking Advice That Working Longer Increases Retirement Income
Teresa Ghilarducci, Michael Papadopoulos and Anthony Webb
The Journal of Retirement jor.2022.1.104; DOI: https://doi.org/10.3905/jor.2022.1.104
The Time Dimension of Volatility: Implications for Option Strategy Design
Joanne M. Hill
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.152; DOI: https://doi.org/10.3905/jod.2022.1.152
SOFR Term Rates from Treasury Repo Pricing
Wujiang Lou
The Journal of Derivatives Summer 2022, jod.2022.1.153; DOI: https://doi.org/10.3905/jod.2022.1.153
CLOs in Hypergrowth Mode, but LIBOR Transition a Near-Term Challenge
Alankar Ranade
The Journal of Structured Finance Summer 2022, jsf.2022.1.131; DOI: https://doi.org/10.3905/jsf.2022.1.131
Tail Risk Hedging in a Low-Rate Environment
Robert L. Harlow, Stefan Hubrich and Sébastien Page
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.150; DOI: https://doi.org/10.3905/jod.2022.1.150
Taxes and Derivatives: An Investor’s Perspective
Paul Bouchey, Benjamin T. Hood, Andrea S. Kramer and Clint Talmo
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.149; DOI: https://doi.org/10.3905/jod.2022.1.149
Do Options Belong in the Portfolios of Individual Investors?
Victor Haghani, Vladimir Ragulin and James White
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.145; DOI: https://doi.org/10.3905/jod.2022.1.145
Application of Credit Derivatives In Portfolio Management
Sameer Kackar and Kelly Rogal
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2022.1.146; DOI: https://doi.org/10.3905/jod.2022.1.146
Income Enhancement with Options
Megan Miller, Brian Jacobsen and Martijn de Vree
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2021.1.143; DOI: https://doi.org/10.3905/jod.2021.1.143