Equity portfolio management
- Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset ClassesDavid C. Blitz and Pim Van VlietThe Journal of Portfolio Management October 2008, 35 (1) 23-38; DOI: https://doi.org/10.3905/JPM.2008.35.1.23
- On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investments Unconditionally OptimalGuofu ZhouThe Journal of Portfolio Management October 2008, 35 (1) 12-21; DOI: https://doi.org/10.3905/JPM.2008.35.1.12
- 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
- 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
- Optimal Execution and Alpha CaptureAdriana M. Criscuolo and Henri WaelbroeckThe Journal of Trading March 2012, 7 (2) 48-56; DOI: https://doi.org/10.3905/jot.2012.7.2.048
- A Practical Approach to Liquidity CalculationOleh Danyliv, Bruce Bland and Daniel NicholassThe Journal of Trading June 2014, 9 (3) 57-65; DOI: https://doi.org/10.3905/jot.2014.9.3.057
- Credit-Rating Changes and Institutional TradingPankaj K. Jain and Qin WangThe Journal of Trading December 2012, 8 (1) 38-47; DOI: https://doi.org/10.3905/jot.2012.8.1.038
- The Performance Characteristics of Minimum Variance PortfoliosMahesh Pritamani, Sean Smith and Aran MurphyThe Journal of Trading December 2011, 7 (1) 74-77; DOI: https://doi.org/10.3905/jot.2012.7.1.074
- Inside the Opening AuctionJeff Bacidore, Kathryn Berkow and James WongThe Journal of Trading December 2011, 7 (1) 7-14; DOI: https://doi.org/10.3905/jot.2012.7.1.007
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (169)
- In Portfolio Management (137)
- In Wealth Management (95)
- Derivatives
- Options (514)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (199)
- Factors, risk premia
- Factor-based models (455)
- Style investing (168)
- Other (51)
- Fixed income and structured finance
- Project finance (85)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (572)
- Retirement (433)
- Social security (89)
- Pension funds (161)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (244)
- Passive strategies (138)
- Other (310)
- Performance measurement
- Volatility measures (364)
- Performance measurement (1548)
- Portfolio management/multi-asset allocation
- Portfolio theory (652)
- Portfolio construction (1655)
- ESG investing (296)
- Manager selection (282)
- Other (269)
- Quantitative methods
- Statistical methods (1250)
- Simulations (284)
- Quantitative methods (420)
- Real assets/alternative investments/private equity
- Real estate (212)
- Commodities (179)
- Other real assets (96)
- Currency (154)
- Private equity (719)
- Risk management
- Credit risk management (285)
- Tail risks (143)
- Risk management (799)
- Security analysis and valuation
- Technical analysis (111)