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
Financial Quality Metrics and ESG Factor Interactions in Equity Markets Yijia Chen and Alexander Deleon The Journal of Impact and ESG 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
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
The Journal of Impact and ESG Investing
The Journal of Index Investing
The Journal of Portfolio Management
The Journal of Wealth Management
