Analysis of individual factors/risk premia
- 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
- Lifecycle Goal Achievement or Portfolio Volatility Reduction?M.A.H. Dempster, Dwayne Kloppers, Elena Medova, Igor Osmolovsky and Philipp UstinovThe Journal of Portfolio Management January 2016, 42 (2) 99-117; DOI: https://doi.org/10.3905/jpm.2016.42.2.099
- Diversified or Concentrated Factor Tilts?Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Ashish Lodh and Sivagaminathan SivasubramanianThe Journal of Portfolio Management January 2016, 42 (2) 64-76; DOI: https://doi.org/10.3905/jpm.2016.42.2.064
- Asset Price Bubbles and the Land of OzRobert JarrowThe Journal of Portfolio Management January 2016, 42 (2) 37-42; DOI: https://doi.org/10.3905/jpm.2016.42.2.037
- Classifying and Measuring the Performance of Socially Responsible Mutual FundsMeir Statman and Denys GlushkovThe Journal of Portfolio Management January 2016, 42 (2) 140-151; DOI: https://doi.org/10.3905/jpm.2016.42.2.140
- The Hunt for a Low-Risk Anomaly in the USD Corporate Bond MarketKwok Yuen Ng and Bruce D. PhelpsThe Journal of Portfolio Management October 2015, 42 (1) 63-84; DOI: https://doi.org/10.3905/jpm.2015.42.1.063
- Improving Risk Forecasts Through Cross-Sectional ObservationsJose Menchero and Andrei MorozovThe Journal of Portfolio Management April 2015, 41 (3) 84-96; DOI: https://doi.org/10.3905/jpm.2015.41.3.084
- INVITED EDITORIALErik FeyenThe Journal of Portfolio Management April 2015, 41 (3) 1-3; DOI: https://doi.org/10.3905/jpm.2015.41.3.001
- Risk Parity OptimalityGregg S. Fisher, Philip Z. Maymin and Zakhar G. MayminThe Journal of Portfolio Management January 2015, 41 (2) 42-56; DOI: https://doi.org/10.3905/jpm.2015.41.2.042
- The Resale Value of Risk-Parity Equity PortfoliosEric H. Sorensen and Nicholas F. AlonsoThe Journal of Portfolio Management January 2015, 41 (2) 23-32; DOI: https://doi.org/10.3905/jpm.2015.41.2.023
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