Analysis of individual factors/risk premia
- Factor-Timing ModelRonald Hua, Dmitri Kantsyrev and Edward QianThe Journal of Portfolio Management October 2012, 39 (1) 75-87; DOI: https://doi.org/10.3905/jpm.2012.39.1.075
- Toward Determining Systemic ImportanceWill Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management July 2012, 38 (4) 100-111; DOI: https://doi.org/10.3905/jpm.2012.38.4.100
- Demystifying Equity Risk–Based Strategies:
A Simple Alpha plus Beta DescriptionRaul Leote de Carvalho, Xiao Lu and Pierre MoulinThe Journal of Portfolio Management April 2012, 38 (3) 56-70; DOI: https://doi.org/10.3905/jpm.2012.38.3.056 - The Death of Diversification Has Been Greatly
ExaggeratedAntti Ilmanen and Jared KizerThe Journal of Portfolio Management April 2012, 38 (3) 15-27; DOI: https://doi.org/10.3905/jpm.2012.38.3.015 - Invited Editorial CommentJeffrey Halpern and Jim K. LiewThe Journal of Portfolio Management April 2012, 38 (3) 1-2; DOI: https://doi.org/10.3905/jpm.2012.38.3.001
- Resolution of Corporate Financial Distress: An Empirical Analysis of Processes and OutcomesMichael Jacobs, Ahmet K. Karagozoglu and Dina Naples LayishThe Journal of Portfolio Management January 2012, 38 (2) 117-135; DOI: https://doi.org/10.3905/jpm.2012.38.2.117
- Invited Editorial CommentMartin FridsonThe Journal of Portfolio Management January 2012, 38 (2) 1-3; DOI: https://doi.org/10.3905/jpm.2012.38.2.001
- Simple and Robust Risk Budgeting with Expected
ShortfallThomas Philips and Michael LiuThe Journal of Portfolio Management October 2011, 38 (1) 78-90; DOI: https://doi.org/10.3905/jpm.2011.38.1.078 - Tactical Allocation by Credit QualityMartin Fridson and Camille Mcleod-SalmonThe Journal of Portfolio Management October 2011, 38 (1) 69-77; DOI: https://doi.org/10.3905/jpm.2011.38.1.069
- Robust Reverse Engineering of Cross-Sectional
Returns and Improved Portfolio Allocation
Performance Using the CAPMXiaohui Ni, Yannick Malevergne, Didier Sornette and Peter WoehrmannThe Journal of Portfolio Management July 2011, 37 (4) 76-85; DOI: https://doi.org/10.3905/jpm.2011.37.4.076
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