Factor-based models
- Factor Allocation Model: Integrating Factor Models and Strategies into the Asset Allocation ProcessDimitris MelasThe Journal of Portfolio Management March 2021, 47 (5) 51-57; DOI: https://doi.org/10.3905/jpm.2021.1.220
- The State of Play for Popular Investment Models: A Practical AssessmentCathy ScottThe Journal of Portfolio Management March 2021, 47 (5) 6-7; DOI: https://doi.org/10.3905/jpm.2021.47.5.006
- Editors’ Introduction to the Special Issue on Investment ModelsFrank J. Fabozzi and Kees KoedijkThe Journal of Portfolio Management March 2021, 47 (5) 1-5; DOI: https://doi.org/10.3905/jpm.2021.47.5.001
- Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio ConstructionPetter N. Kolm and Gordon RitterThe Journal of Portfolio Management December 2020, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196
- Is (Systematic) Value Investing Dead?Ronen Israel, Kristoffer Laursen and Scott RichardsonThe Journal of Portfolio Management December 2020, 47 (2) 38-62; DOI: https://doi.org/10.3905/jpm.2020.1.194
- Currency Conversion of Fama–French Factors: How and WhyMaximilian Glück, Benjamin Hübel and Hendrik ScholzThe Journal of Portfolio Management December 2020, 47 (2) 157-175; DOI: https://doi.org/10.3905/jpm.2020.1.192
- Portfolio Optimization Using Factor Scores as Constraints—Factor Constrained Portfolio Optimization ApproachTeo Jašić, Stoyan Stoyanov and Dubravko ŠtimacThe Journal of Portfolio Management December 2020, 47 (2) 145-156; DOI: https://doi.org/10.3905/jpm.2020.1.189
- Resurrecting the Value PremiumDavid Blitz and Matthias X. HanauerThe Journal of Portfolio Management December 2020, 47 (2) 63-81; DOI: https://doi.org/10.3905/jpm.2020.1.188
- Settling the Size MatterDavid Blitz and Matthias X. HanauerThe Journal of Portfolio Management December 2020, 47 (2) 99-112; DOI: https://doi.org/10.3905/jpm.2020.1.187
- Waiting for the Next Factor Wave: Daily Rebalancing around Market Cycle TransitionsKevin Khang and Antonio PiccaThe Journal of Portfolio Management December 2020, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (548)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (464)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (615)
- Retirement (484)
- Social security (101)
- Pension funds (175)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (330)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1825)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1821)
- ESG investing (330)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1364)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (221)
- Commodities (194)
- Other real assets (99)
- Currency (173)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (856)
- Security analysis and valuation
- Technical analysis (113)