Big data/machine learning
- Minimum-Variance Portfolios Based on Covariance
Matrices Using Implied Volatilities: Evidence
from the German MarketMehdi Mostowfi and Carolin StierThe Journal of Portfolio Management April 2013, 39 (3) 84-92; DOI: https://doi.org/10.3905/jpm.2013.39.3.084 - Practical Applications of Weak Supervision and Black–Litterman for Automated ESG Portfolio ConstructionAlik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum and Luis SecoPractical Applications January 2022, 9 (3) 1-7; DOI: https://doi.org/10.3905/pa.9.3.462
- Firm-Level Cybersecurity Risk and Idiosyncratic VolatilityNazli Sila Alan, Ahmet K. Karagozoglu and Tianpeng ZhouThe Journal of Portfolio Management September 2021, 47 (9) 110-140; DOI: https://doi.org/10.3905/jpm.2021.1.286
- Geopolitical Risk in Investment Research: Allies, Adversaries, and AlgorithmsJoseph SimonianThe Journal of Portfolio Management September 2021, 47 (9) 92-109; DOI: https://doi.org/10.3905/jpm.2021.1.284
- The Implications of Contemporary Research on COVID-19 for Volatility and Portfolio ManagementDominique Outlaw, Aimee Hoffmann Smith and Na WangThe Journal of Portfolio Management September 2021, 47 (9) 159-177; DOI: https://doi.org/10.3905/jpm.2021.1.282
- Practical Applications of Artificial Intelligence and Value InvestingKorok RayPractical Applications January 2019, 6 (3) 1-4; DOI: https://doi.org/10.3905/pa.6.3.310
- Practical Applications of Deep Reinforcement Learning for Option Replication and HedgingJiayi (Nicole) Du, Muyang Jin, Petter N. Kolm, Gordon Ritter, Yixuan Wang and Bofei ZhangPractical Applications July 2021, 9 (1) 1-8; DOI: https://doi.org/10.3905/pa.9.1.436
- Practical Applications of Rethinking Alternative Data in Institutional InvestmentAshby Monk, Marcel Prins and Dane RookPractical Applications July 2019, 7 (1) 1-6; DOI: https://doi.org/10.3905/pa.7.1.332
- Practical Applications of Hierarchical Clustering-Based Asset AllocationThomas RaffinotPractical Applications July 2018, 6 (1) 1-3; DOI: https://doi.org/10.3905/pa.6.1.268
- Handbook of Digital Currency: Bitcoin, Innovation, Financial Instruments, and Big DataGreg N. Gregoriou and Lam Pak NianThe Journal of Wealth Management July 2015, 18 (2) 96-97; DOI: https://doi.org/10.3905/jwm.2015.18.2.096
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