Analysis of individual factors/risk premia
- Factor Investing with Classification-Based Supervised Machine LearningEdward N. W. Aw, Joshua Jiang and John Q. JiangThe Journal of Investing January 2022, joi.2022.1.220; DOI: https://doi.org/10.3905/joi.2022.1.220
- Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment ManagementRobert F. Engle, Sergio M. Focardi and Frank J. FabozziThe Journal of Portfolio Management July 2016, 42 (5) 94-106; DOI: https://doi.org/10.3905/jpm.2016.42.5.094
- Adjusted Factor-Based Performance AttributionRobert A. Stubbs and Vishv JeetThe Journal of Portfolio Management July 2016, 42 (5) 67-78; DOI: https://doi.org/10.3905/jpm.2016.42.5.067
- Can the Whole Be More Than the Sum of the Parts? Bottom-Up versus Top-Down Multifactor Portfolio ConstructionJennifer Bender and Taie WangThe Journal of Portfolio Management July 2016, 42 (5) 39-50; DOI: https://doi.org/10.3905/jpm.2016.42.5.039
- A Trustee Guide to Factor InvestingKees Koedijk, Alfred Slager and Philip StorkThe Journal of Portfolio Management July 2016, 42 (5) 28-38; DOI: https://doi.org/10.3905/jpm.2016.42.5.028
- Factors to Assets: Mapping Factor Exposures to Asset AllocationsDavid Greenberg, Abhilash Babu and Andrew AngThe Journal of Portfolio Management July 2016, 42 (5) 18-27; DOI: https://doi.org/10.3905/jpm.2016.42.5.018
- Stability-Adjusted PortfoliosMark Kritzman and David TurkingtonThe Journal of Portfolio Management July 2016, 42 (5) 113-122; DOI: https://doi.org/10.3905/jpm.2016.42.5.113
- INVITED EDITORIAL COMMENTClifford S. AsnessThe Journal of Portfolio Management July 2016, 42 (5) 1-6; DOI: https://doi.org/10.3905/jpm.2016.42.5.001
- Bad Habits and Good PracticesAmit Goyal, Antti Ilmanen and David KabillerThe Journal of Portfolio Management July 2015, 41 (4) 97-107; DOI: https://doi.org/10.3905/jpm.2015.41.4.097
- INVITED EDITORIALDavid BlitzThe Journal of Portfolio Management July 2015, 41 (4) 4-7; DOI: https://doi.org/10.3905/jpm.2015.41.4.004
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