Analysis of individual factors/risk premia
- Towards Smart Equity Factor Indices:
Harvesting Risk Premia without Taking Unrewarded RisksNoël Amenc, Felix Goltz, Ashish Lodh and Lionel MartelliniThe Journal of Portfolio Management July 2014, 40 (4) 106-122; DOI: https://doi.org/10.3905/jpm.2014.40.4.106 - Can Alpha Be Captured by Risk Premia?Jennifer Bender, P. Brett Hammond and William MokThe Journal of Portfolio Management January 2014, 40 (2) 18-29; DOI: https://doi.org/10.3905/jpm.2014.40.2.018
- INVITED EDITORIAL COMMENTNoël Amenc and Lionel MartelliniThe Journal of Portfolio Management January 2014, 40 (2) 1-4; DOI: https://doi.org/10.3905/jpm.2014.40.2.001
- Exploring Macroeconomic Sensitivities: How
Investments Respond to Different Economic EnvironmentsAntti Ilmanen, Thomas Maloney and Adrienne RossThe Journal of Portfolio Management April 2014, 40 (3) 87-99; DOI: https://doi.org/10.3905/jpm.2014.40.3.087 - Constraints and Innovations for Pension Investment:
The Cases of Risk Parity and Risk Premia InvestingWai LeeThe Journal of Portfolio Management April 2014, 40 (3) 12-20; DOI: https://doi.org/10.3905/jpm.2014.40.3.012 - INVITED EDITORIAL COMMENTBrian JacobsenThe Journal of Portfolio Management July 2013, 39 (4) 4-6; DOI: https://doi.org/10.3905/jpm.2013.39.4.004
- INVITED EDITORIAL COMMENTHarry M. MarkowitzThe Journal of Portfolio Management July 2013, 39 (4) 1-3; DOI: https://doi.org/10.3905/jpm.2013.39.4.001
- Embedded Tax Liabilities and Portfolio ChoicePhillip A. Turvey, Anup K. Basu and Peter VerhoevenThe Journal of Portfolio Management April 2013, 39 (3) 93-101; DOI: https://doi.org/10.3905/jpm.2013.39.3.093
- The Tortoise and the Hare: Risk Premium
versus Alternative Asset PortfoliosRon Bird, Harry Liem and Susan ThorpThe Journal of Portfolio Management April 2013, 39 (3) 112-122; DOI: https://doi.org/10.3905/jpm.2013.39.3.112 - Size Rotation in the U.S. Equity MarketKeith L. Miller, Chee Ooi, Hong Li and Daniel GiamouridisThe Journal of Portfolio Management January 2013, 39 (2) 116-127; DOI: https://doi.org/10.3905/jpm.2013.39.2.116
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