Equity portfolio management
- Factor Modeling: The Benefits of Disentangling Cross-Sectionally for Explaining Stock ReturnsBruce I. Jacobs and Kenneth N. LevyThe Journal of Portfolio Management April 2021, 47 (6) 33-50; DOI: https://doi.org/10.3905/jpm.2021.1.240
- 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
- A Bivariate Lattice Model to Compute Risk Measures in Life Insurance PoliciesMassimo CostabileThe Journal of Derivatives February 2021, 28 (3) 123-139; DOI: https://doi.org/10.3905/jod.2020.1.117
- An Analysis of Debt and Equity Market Reaction to Pension Risk Transfer Announcements: What Investors Need to KnowDavid R. Cantor, Frederick M. Hood and Mark L. PowerThe Journal of Investing October 2018, 27 (supplement) 8-20; DOI: https://doi.org/10.3905/joi.2018.27.supplement.008
- The Decline of Informed Trading in the Equity and Options MarketsCharles Cao, David Gempesaw and Timothy SiminThe Journal of Alternative Investments September 2018, 21 (2) 16-29; DOI: https://doi.org/10.3905/jai.2018.1.064
- Oasis or Mirage: Assessing Low-Risk Investing from a Global PerspectiveEdward N.W. Aw, John Q. Jiang, Gregory Y. Sivin and Aye M. SoeThe Journal of Investing May 2018, 27 (2) 90-104; DOI: https://doi.org/10.3905/joi.2018.27.2.090
- Another Look at Dollar Cost AveragingGary Smith and Heidi Margaret ArtigueThe Journal of Investing May 2018, 27 (2) 66-75; DOI: https://doi.org/10.3905/joi.2018.27.2.066
- Capacity Analysis for Equity FundsMichael O’Neill, Camille Schmidt and Geoffrey WarrenThe Journal of Portfolio Management April 2018, 44 (5) 36-49; DOI: https://doi.org/10.3905/jpm.2018.44.5.036
- Multi-Factor Portfolios: A New Factor? Limits of the Static ApproachCarmine de Franco and Bruno MonnierThe Journal of Investing January 2019, 28 (1) 97-111; DOI: https://doi.org/10.3905/joi.2019.28.1.097
- Leaping Black SwansWilliam J. Trainor, Indudeep Chhachhi and Christopher L. BrownThe Journal of Investing January 2019, 28 (1) 64-76; DOI: https://doi.org/10.3905/joi.2019.28.1.064
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