Equity portfolio management
- What Do Capture Ratios Really Capture in Mutual Fund Performance?Aron Gottesman and Matthew MoreyThe Journal of Investing September 2021, 30 (6) 99-112; DOI: https://doi.org/10.3905/joi.2021.1.191
- Interpretable, Transparent, and Auditable Machine Learning: An Alternative to Factor InvestingDaniel Philps, David Tilles and Timothy LawThe Journal of Financial Data Science October 2021, 3 (4) 84-100; DOI: https://doi.org/10.3905/jfds.2021.1.077
- Long-Term Investing and the Frequency of Investment DecisionsRonald J. M. van LoonThe Journal of Portfolio Management July 2021, 47 (8) 86-104; DOI: https://doi.org/10.3905/jpm.2021.1.262
- The Stable Roe Portfolio: An Alternative Equity Index
Strategy Based on Common Sense Security AnalysisRussell J. Fuller, Raife Giovinazzo and Yining TungThe Journal of Portfolio Management September 2014, 40 (5) 135-145; DOI: https://doi.org/10.3905/jpm.2014.40.5.135 - The Surprising Alpha From Malkiel’s
Monkey and Upside-Down StrategiesRobert D. Arnott, Jason Hsu, Vitali Kalesnik and Phil TindallThe Journal of Portfolio Management July 2013, 39 (4) 91-105; DOI: https://doi.org/10.3905/jpm.2013.39.4.091 - Portfolio Concentration and the Geometry of Co-MovementWesley PhoaThe Journal of Portfolio Management July 2013, 39 (4) 142-151; DOI: https://doi.org/10.3905/jpm.2013.39.4.142
- Is There Alpha in Institutional Emerging-Market Equity Funds?Wenling LinThe Journal of Portfolio Management July 2013, 39 (4) 106-117; DOI: https://doi.org/10.3905/jpm.2013.39.4.106
- Diversification Across TimeIan Ayres and Barry NalebuffThe Journal of Portfolio Management January 2013, 39 (2) 73-86; DOI: https://doi.org/10.3905/jpm.2013.39.2.073
- Choose Your Betas: Benchmarking Alternative
Equity Index StrategiesNoël Amenc, Felix Goltz and Ashish LodhThe Journal of Portfolio Management October 2012, 39 (1) 88-111; DOI: https://doi.org/10.3905/jpm.2012.39.1.088 - Market Risk, Size, Style, Momentum,
and Dividends: U.S. EquitiesFrancis GuptaThe Journal of Portfolio Management October 2012, 39 (1) 46-58; DOI: https://doi.org/10.3905/jpm.2012.39.1.046
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