Equity portfolio management
- Evaluating Opportunities in Active ManagementAbhishek Gupta, Raina Oberoi and Raman Aylur SubramanianThe Journal of Investing November 2019, 29 (1) 31-42; DOI: https://doi.org/10.3905/joi.2019.1.101
- Teaching Machines to Understand Chinese Investment SlangMike Chen, Jaime Lee and George MussalliThe Journal of Financial Data Science November 2019, jfds.2019.1.017; 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 November 2019, jfds.2019.1.017; DOI: https://doi.org/10.3905/jfds.2019.1.017
- Markowitz Portfolios with Graham Bands in the Accumulation PhasePaul Hagelstein, Isabella Lackner, James Otto, Austin Perona and Robert PiziakThe Journal of Wealth Management October 2019, 22 (3) 41-48; DOI: https://doi.org/10.3905/jwm.2019.1.084
- Concepts, Components, and Collections of Trading Strategies and Market ColorRavi KashyapThe Journal of Wealth Management October 2019, 22 (3) 115-128; DOI: https://doi.org/10.3905/jwm.2019.1.082
- Policy Portfolios and Portfolio CharacteristicsJoseph SimonianThe Journal of Portfolio Management October 2019, 46 (1) 52-59; DOI: https://doi.org/10.3905/jpm.2019.1.108
- Fitting Private Equity into the Total Portfolio FrameworkAlexander Rudin, Jason Mao, Nan R. Zhang and Anne-Marie FinkThe Journal of Portfolio Management October 2019, 46 (1) 60-73; DOI: https://doi.org/10.3905/jpm.2019.1.106
- Why Do Enterprise Multiples Predict Expected Stock Returns?Steven S. Crawford, Wesley R. Gray and Jack VogelThe Journal of Portfolio Management October 2019, 46 (1) 123-138; DOI: https://doi.org/10.3905/jpm.2019.1.105
- On Black’s Leverage Effect in Firms with No LeverageJasmina Hasanhodzic and Andrew W. LoThe Journal of Portfolio Management October 2019, 46 (1) 106-122; DOI: https://doi.org/10.3905/jpm.2019.46.1.106
- The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?Campbell R. Harvey, Edward Hoyle, Sandy Rattray, Matthew Sargaison, Dan Taylor and Otto Van HemertThe Journal of Portfolio Management June 2019, 45 (5) 7-28; DOI: https://doi.org/10.3905/jpm.2019.45.5.007
Pages
Explore our content to discover more relevant research
- Security analysis and valuation
- Technical analysis (11)
- Fixed income and structured finance
- Project finance (44)
- Factors, risk premia
- Factor-based models (105)
- Style investing (31)
- Other (11)
- Portfolio management/multi-asset allocation
- Portfolio theory (85)
- Portfolio construction (308)
- ESG investing (70)
- Manager selection (41)
- Other (40)
- Quantitative methods
- Statistical methods (282)
- Simulations (73)
- Quantitative methods (186)
- Risk management
- Tail risks (31)
- Risk management (157)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (60)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Long-term/retirement investing
- Wealth management (131)
- Retirement (181)
- Social security (22)
- Pension funds (30)
- Other (5)
- Performance measurement
- Volatility measures (17)
- Performance measurement (349)
- Legal/regulatory/public policy
- International Investing
- Derivatives
- Options (145)
- Credit default swaps (27)
- Other (49)
- Mutual funds/passive investing/indexing
- Passive strategies (13)
- Other (97)