Downside-only measures
- Linking Sustainability and Financial Valuation: Six Necessary ConditionsJohn O. Matthews and Cathy A. RusinkoThe Journal of Investing August 2010, 19 (3) 128-135; DOI: https://doi.org/10.3905/joi.2010.19.3.128
- The Cross-Sectional Dispersion of Stock Returns, Alpha, and the Information RatioLarry R. Gorman, Steven G. Sapra and Robert A. WeigandThe Journal of Investing August 2010, 19 (3) 113-127; DOI: https://doi.org/10.3905/joi.2010.19.3.113
- The Relationship Between Environmental Social Governance Factors and U.S. Stock PerformanceDinusha Peiris and John EvansThe Journal of Investing August 2010, 19 (3) 104-112; DOI: https://doi.org/10.3905/joi.2010.19.3.104
- Does Relaxing the Long-Only Constraint Increase the Downside Risk of Portfolio Alphas?Peter XuThe Journal of Investing February 2007, 16 (1) 43-50; DOI: https://doi.org/10.3905/joi.2007.681823
- The Anatomy of Principal-Protected Absolute
Return Barrier NotesGeng Deng, Ilan Guedj, Joshua Mallett and Craig McCannThe Journal of Derivatives November 2011, 19 (2) 61-70; DOI: https://doi.org/10.3905/jod.2011.19.2.061 - Improving Economic Efficiency of Public-Private Partnerships for Infrastructure Development by Contractual Flexibility Analysis in a Highly Uncertain ContextFeng Dong and Nicola ChiaraThe Journal of Structured Finance April 2010, 16 (1) 87-99; DOI: https://doi.org/10.3905/jsf.2010.2010.1.002
- Safety in Separation: How Unbundling Emerging Mortgage Markets Benefits Borrowers, Lenders, and MBS InvestorsBrigitte PoschThe Journal of Structured Finance April 2010, 16 (1) 60-64; DOI: https://doi.org/10.3905/jsf.2010.16.1.060
- Option ARMs: Performance and PricingLaurie S. Goodman, Roger Ashworth, Brian Landy and Ke YinThe Journal of Structured Finance April 2010, 16 (1) 39-54; DOI: https://doi.org/10.3905/jsf.2010.16.1.039
Pages
- « first
- ‹ previous
- 1
- 2
- 3
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (97)
- Derivatives
- Options (534)
- Credit default swaps (125)
- Counterparty risk (24)
- Other (206)
- Factors, risk premia
- Factor-based models (461)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (86)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (590)
- Retirement (456)
- Social security (93)
- Pension funds (168)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (247)
- Passive strategies (142)
- Other (321)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1670)
- Portfolio management/multi-asset allocation
- Portfolio theory (667)
- Portfolio construction (1726)
- ESG investing (312)
- Manager selection (291)
- Other (272)
- Quantitative methods
- Statistical methods (1301)
- Simulations (288)
- Quantitative methods (433)
- Real assets/alternative investments/private equity
- Real estate (214)
- Commodities (185)
- Other real assets (97)
- Currency (159)
- Private equity (729)
- Risk management
- Credit risk management (293)
- Tail risks (152)
- Risk management (831)
- Security analysis and valuation
- Technical analysis (113)