Long-term / Retirement Investing

Autonomous Portfolio: A Decumulation Investment Strategy That Will Get You There
Ioulia Tretiakova and Mark S. Yamada
The Journal of Retirement Fall 2017, 5 (2) 83-95; DOI: https://doi.org/10.3905/jor.2017.5.2.083

Real Assets / Alternative Investments / Private Equity

Cryptocurrency: A New Investment Opportunity?
David Lee Kuo Chuen, Li Guo and Yu Wang
The Journal of Alternative Investments Winter 2018, 20 (3) 16-40; DOI: https://doi.org/10.3905/jai.2018.20.3.016

Risk Management

Currency-Hedging Optimization for Multi-Asset Portfolios
Helen Guo and Laura Ryan
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 100-113; DOI: https://doi.org/10.3905/jpm.2018.44.2.100

Predicting Stock Market Crashes in China
Sébastien Lleo and William T. Ziemba
The Journal of Portfolio Management Spring 2018, 44 (5) 125-135; DOI: https://doi.org/10.3905/jpm.2018.1.078

Quantitative Methods

The 10 Reasons Most Machine Learning Funds Fail
Marcos López de Prado
The Journal of Portfolio Management Special Issue Dedicated to Stephen A. Ross 2018, 44 (6) 120-133; DOI: https://doi.org/10.3905/jpm.2018.44.6.120

Portfolio Management / Multi-Asset Allocation

A Quantitative Approach to Tactical Asset Allocation Revisited 10 Years Later
Meb Faber
The Journal of Portfolio Management Multi-Asset Special Issue 2018, 44 (2) 156-167; DOI: https://doi.org/10.3905/jpm.2018.44.2.156

Factors, Risk Premia

Factor-Based Investing: The Long-Term Evidence
Elroy Dimson, Paul Marsh and Mike Staunton
The Journal of Portfolio Management Special QES Issue 2017, 43 (5) 15-37; DOI: https://doi.org/10.3905/jpm.2017.43.5.015

Fixed Income and Structured Finance

How Securitization Can Benefit from Blockchain Technology
Lewis Rinaudo Cohen, Lee Samuelson and Hali Katz
The Journal of Structured Finance Summer 2017, 23 (2) 51-54; DOI: https://doi.org/10.3905/jsf.2017.23.2.051

Junk Bonds

Hedging Systematic Risk in High Yield Portfolios with a Synthetic Overlay: A Comparative Analysis of Equity Instruments vs. Credit Default Swaps
Arik Ben Dor and Jingling Guan
The Journal of Fixed Income Spring 2017, 26 (4) 5-24; DOI: https://doi.org/10.3905/jfi.2017.26.4.005

Sovereign Debt

Is Contagion Infecting Your Portfolio? A Study of the Euro Sovereign Debt Crisis
Dirk G. Baur and Gunter Löffler
The Journal of Fixed Income Winter 2016, 25 (3) 46-57; DOI: https://doi.org/10.3905/jfi.2016.25.3.046

ESG Investing

Sin Stocks Revisited: Resolving the Sin Stock Anomaly
David Blitz and Frank J. Fabozzi
The Journal of Portfolio Management Fall 2017, 44 (1) 105-111; DOI: https://doi.org/10.3905/jpm.2017.44.1.105

Socially Responsible Indexes
Meir Statman
The Journal of Portfolio Management Spring 2006, 32 (3) 100-109; DOI: https://doi.org/10.3905/jpm.2006.628411