Analysis of individual factors/risk premia
- Thematic Indexing, Meet Smart Beta! Merging ESG into Factor PortfoliosJennifer Bender, Xiaole Sun and Taie WangThe Journal of Index Investing November 2017, 8 (3) 89-101; DOI: https://doi.org/10.3905/jii.2017.8.3.089
- Low-Volatility Assets for Retirement Investing in an Uncertain FutureWei GeThe Journal of Index Investing November 2017, 8 (3) 102-111; DOI: https://doi.org/10.3905/jii.2017.8.3.102
- Value and Growth Stock Price Behavior during Stock Market DeclinesDaniel Folkinshteyn, Gulser Meric and Ilhan MericThe Journal of Investing November 2017, 26 (4) 41-52; DOI: https://doi.org/10.3905/joi.2017.26.4.041
- Outliers: The Dangers of Not Being One of the PackVis Nayar, Ioannis Kampouris and Stamatis SivitosThe Journal of Investing November 2017, 26 (4) 165-179; DOI: https://doi.org/10.3905/joi.2017.26.4.165
- For Style Factors, One Size Does Not Fit AllMelissa R. BrownThe Journal of Investing November 2017, 26 (4) 127-137; DOI: https://doi.org/10.3905/joi.2017.26.4.127
- Value without HMLWai Mun FongThe Journal of Investing November 2017, 26 (4) 105-121; DOI: https://doi.org/10.3905/joi.2017.26.4.105
- Deconstructing the Low-Vol AnomalyAlexios Beveratos, Jean-Philippe Bouchaud, Stefano Ciliberti, Laurent Laloux, Yves Lempérière, Marc Potters and Guillaume SimonThe Journal of Portfolio Management October 2017, 44 (1) 91-103; DOI: https://doi.org/10.3905/jpm.2017.44.1.091
- From Risk Premia to Smart Betas: A Unified FrameworkAlexandre S. Da Silva and Wai LeeThe Journal of Portfolio Management October 2017, 44 (1) 44-54; DOI: https://doi.org/10.3905/jpm.2017.44.1.044
- Factor Timing with Cross-Sectional and Time-Series PredictorsPhilip Hodges, Ked Hogan, Justin R. Peterson and Andrew AngThe Journal of Portfolio Management October 2017, 44 (1) 30-43; DOI: https://doi.org/10.3905/jpm.2017.44.1.030
- A Century of Evidence on Trend-Following InvestingBrian Hurst, Yao Hua Ooi and Lasse Heje PedersenThe Journal of Portfolio Management October 2017, 44 (1) 15-29; DOI: https://doi.org/10.3905/jpm.2017.44.1.015
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Fixed income and structured finance
- Project finance (29)
- Factors, risk premia
- Factor-based models (58)
- Style investing (10)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (60)
- Portfolio construction (261)
- ESG investing (58)
- Manager selection (31)
- Other (30)
- Quantitative methods
- Statistical methods (201)
- Simulations (39)
- Quantitative methods (185)
- Risk management
- Tail risks (24)
- Risk management (126)
- Real assets/alternative investments/private equity
- Real estate (32)
- Commodities (56)
- Other real assets (30)
- Currency (27)
- Private equity (119)
- Long-term/retirement investing
- Wealth management (102)
- Retirement (165)
- Social security (17)
- Pension funds (25)
- Other (5)
- Performance measurement
- Performance measurement (317)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (123)
- Credit default swaps (27)
- Other (45)
- Mutual funds/passive investing/indexing
- Other (91)