Factor-based models
- Do Seasonal Anomalies Still Work?Constantine Dzhabarov and William T. ZiembaThe Journal of Portfolio Management April 2010, 36 (3) 93-104; DOI: https://doi.org/10.3905/jpm.2010.36.3.093
- Invited Editorial CommentMohamed A. El-ErianThe Journal of Portfolio Management January 2010, 36 (2) 4; DOI: https://doi.org/10.3905/jpm.2010.36.2.004
- Efficient Replication of Factor Returns: Theory and ApplicationsDimitris Melas, Raghu Suryanarayanan and Stefano CavagliaThe Journal of Portfolio Management January 2010, 36 (2) 39-51; DOI: https://doi.org/10.3905/JPM.2010.36.2.039
- Optimal Turnover Constraints: Scarcity Is EverywhereHao YinThe Journal of Portfolio Management July 2009, 35 (4) 69-75; DOI: https://doi.org/10.3905/JPM.2009.35.4.069
- Share Repurchases and Stock Valuation ModelsJohn D Stowe, Dennis W McLeavey and Jerald E PintoThe Journal of Portfolio Management July 2009, 35 (4) 170-179; DOI: https://doi.org/10.3905/JPM.2009.35.4.170
- An Asset–Liability Version of the Capital Asset Pricing Model with a Multi-Period Two-Fund TheoremM. Barton Waring and Duane WhitneyThe Journal of Portfolio Management July 2009, 35 (4) 111-130; DOI: https://doi.org/10.3905/JPM.2009.35.4.111
- The Secular and Cyclic Determinants of Capitalization Rates: The Role of Property Fundamentals, Macroeconomic Factors, and “Structural Changes”Serguei Chervachidze, James Costello and William C WheatonThe Journal of Portfolio Management September 2009, 35 (5) 50-69; DOI: https://doi.org/10.3905/JPM.2009.35.5.050
- Capital Markets Impact on Commercial Real Estate Cap Rates: A Practitioner’s ViewMartha S PeytonThe Journal of Portfolio Management September 2009, 35 (5) 38-49; DOI: https://doi.org/10.3905/JPM.2009.35.5.038
- Sizing Up the Middle Class in Developing CountriesManidipa Kapas and Youguo LiangThe Journal of Portfolio Management September 2009, 35 (5) 133-139; DOI: https://doi.org/10.3905/JPM.2009.35.5.133
- Is There a Green Factor?Chin-Ping Chia, Lisa R Goldberg, David T Owyong, Peter Shepard and Tsvetan StoyanovThe Journal of Portfolio Management April 2009, 35 (3) 34-40; DOI: https://doi.org/10.3905/JPM.2009.35.3.034
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (99)
- Derivatives
- Options (547)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (462)
- 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 (614)
- Retirement (481)
- Social security (98)
- Pension funds (175)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (143)
- Other (329)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1811)
- Portfolio management/multi-asset allocation
- Portfolio theory (680)
- Portfolio construction (1815)
- ESG investing (327)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1360)
- Simulations (295)
- Quantitative methods (437)
- Real assets/alternative investments/private equity
- Real estate (218)
- Commodities (194)
- Other real assets (98)
- Currency (172)
- Private equity (741)
- Risk management
- Credit risk management (299)
- Tail risks (164)
- Risk management (854)
- Security analysis and valuation
- Technical analysis (113)