Editors' Introduction to the Special Issue on Investment Models Frank Fabozzi and Kees Koedijk The Journal of Portfolio Management Investment Models Special Issue
From Ad Hoc Bond-Risk Measures to Variance–Covariance Forecasts Marielle De Jong and Frank J. Fabozzi The Journal of Fixed Income
The Evolution of Private Equity Fund Value Gregory W. Brown, Wendy Y. Hu and Jian Zhang The Journal of Alternative Investments
Deep Value Cliff Asness, John Liew, Lasse Heje Pedersen and Ashwin Thapar The Journal of Portfolio Management, Multi-Asset Special Issue
Does Sustainable Investing Deprive Unsustainable Firms of Fresh Capital? David Blitz, Laurens Swinkels and Jan Anton van Zanten The Journal of Impact and ESG Investing
Pricing Discretely Monitored Barrier Options under Markov Processes through Markov Chain Approximation Zhenyu Cui and Stephen Taylor The Journal of Derivatives
Low-Risk Benchmarking Transcends Rebalancing Methods Gregory N. Hight and Joseph D. Haley The Journal of Investing
Risk Tolerance, Return Expectations and Other Factors Impacting Investment Decisions Sam Sivarajan and Oscar De Bruijn The Journal of Wealth Management
Measuring Racial/Ethnic Retirement Wealth Inequality Wenliang Hou and Geoffrey T. Sanzenbacher The Journal of Retirement
Deep Hedging of Derivatives Using Reinforcement Learning Jay Cao, Jacky Chen, John Hull and Zissis Poulos The Journal of Finance Data Science
The Journal of Portfolio Management Investment Models Special Issue
The Journal of Impact and ESG Investing
The Journal of Derivatives
The Journal of Wealth Management
