Equity portfolio management
- Financing Correlated Drug Development ProjectsAndrew W. Lo and Kien Wei SiahThe Journal of Structured Finance April 2021, 27 (1) 17-34; DOI: https://doi.org/10.3905/jsf.2020.1.114
- Price Bubble Metrics for Single-Family HousingFrank E. NothaftThe Journal of Structured Finance January 2019, 24 (4) 68-76; DOI: https://doi.org/10.3905/jsf.2019.1.071
- 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
- Structural and Analytical Considerations: How
to Effectively Analyze a CLOIan RobinsonThe Journal of Structured Finance January 2013, 18 (4) 201-203; DOI: https://doi.org/10.3905/jsf.2013.18.4.201 - The Case for Principal ReductionsLaurie S. Goodman, Roger Ashworth, Brian Landy and Lidan YangThe Journal of Structured Finance October 2011, 17 (3) 29-41; DOI: https://doi.org/10.3905/jsf.2011.17.3.029
- Mean-Variance Analysis in Post-Retirement PlanningGanlin Xu and Thomas AnichiniThe Journal of Retirement January 2016, 3 (3) 62-76; DOI: https://doi.org/10.3905/jor.2016.3.3.062
- A Profitable Dividend Yield Strategy for Retirement PortfoliosWai Mun FongThe Journal of Retirement January 2016, 3 (3) 51-61; DOI: https://doi.org/10.3905/jor.2016.3.3.051
- Interactions and Interconnectedness Shape Financial Market ResearchOtto Loistl and Gueorgui S. KonstantinovThe Journal of Financial Data Science April 2020, 2 (2) 51-63; DOI: https://doi.org/10.3905/jfds.2020.1.026
- Teaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science January 2020, 2 (1) 116-125; DOI: https://doi.org/10.3905/jfds.2019.1.020
- The Bond–Equity–Fund Relation Using the Fama–French–Carhart Factors: A Practical Network ApproachGueorgui Konstantinov and Mario RusevThe Journal of Financial Data Science January 2020, 2 (1) 24-44; DOI: https://doi.org/10.3905/jfds.2019.1.017
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (32)
- In Markets (20)
- In Wealth Management (57)
- Derivatives
- Options (275)
- Credit default swaps (67)
- Counterparty risk (10)
- Other (124)
- Factors, risk premia
- Factor-based models (241)
- Style investing (92)
- Other (23)
- Fixed income and structured finance
- Project finance (79)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (296)
- Retirement (338)
- Social security (68)
- Pension funds (98)
- Other (35)
- Mutual funds/passive investing/indexing
- Mutual fund performance (121)
- Passive strategies (28)
- Other (133)
- Performance measurement
- Volatility measures (86)
- Performance measurement (716)
- Portfolio management/multi-asset allocation
- Portfolio theory (286)
- Portfolio construction (693)
- ESG investing (189)
- Manager selection (97)
- Other (94)
- Quantitative methods
- Statistical methods (518)
- Simulations (166)
- Quantitative methods (318)
- Real assets/alternative investments/private equity
- Real estate (87)
- Commodities (87)
- Other real assets (72)
- Currency (92)
- Private equity (218)
- Risk management
- Credit risk management (184)
- Tail risks (64)
- Risk management (345)
- Security analysis and valuation
- Technical analysis (39)