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  • Active Factor Completion Strategies
    Hubert Dichtl, Wolfgang Drobetz, Harald Lohre and Carsten Rother
    The Journal of Portfolio Management Quantitative Special Issue 2021
  • Rates Factors and Global Asset Allocation
    Joshua Kothe, Harald Lohre and Carsten Rother
    The Journal of Fixed Income
  • The Ultimate Safe Haven
    Mike Nigro
    The Journal of Alternative Investments
  • Financial Quality Metrics and ESG Factor Interactions in Equity Markets
    Yijia Chen and Alexander Deleon
    The Journal of Impact and ESG Investing
  • The Free Boundary For The American Put Option
    Thomas Little
    The Journal of Derivatives
  • COMMENTARY: Wake Up!
    Richard M. Ennis
    The Journal of Investing
  • Pricing and Liquidity of Fixed Income ETFs in the Covid-19 Virus Crisis of 2020
    Stephen Laipply and Ananth Madhavan
    The Journal of Index Investing
  • Deep Learning for Portfolio Optimization
    Zihao Zhang, Stefan Zohren and Stephen Roberts
    The Journal of Financial Data Science
  • Monetization Matters: Active Tail Risk Management and the Great Virus Crisis
    Vineer Bhansali, Linda Chang, Jeremie Holdom and Marcy Rappaport
    The Journal of Portfolio Management
  • PERSPECTIVES: CLO Credit Ratings Gone Awry
    Gene Phillips and Mark Adelson
    The Journal of Structured Finance
  • Retirement Planning: From Z to A
    Javier Estrada
    The Journal of Retirement
  • The Life Journey of Wealthy Women: Evolving Experiences Around Money, Work, Family, and Life Choices of Ultrawealthy Women
    Fredda Herz Brown and Dennis T. Jaffe
    The Journal of Wealth Management

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