Factor-based models
- Clairvoyant Value and the Value EffectRobert D Arnott, Feifei Li and Katrina F SherrerdThe Journal of Portfolio Management April 2009, 35 (3) 12-26; DOI: https://doi.org/10.3905/JPM.2009.35.3.012
- Toward Maximum DiversificationYves Choueifaty and Yves CoignardThe Journal of Portfolio Management October 2008, 35 (1) 40-51; DOI: https://doi.org/10.3905/JPM.2008.35.1.40
- Pricing Stock and Bond Options in Incomplete MarketsLes GulkoThe Journal of Portfolio Management July 2008, 34 (4) 98-107; DOI: https://doi.org/10.3905/jpm.2008.709986
- Do Risk Factors Eat Alphas?Jyh-Huei Lee and Dan StefekThe Journal of Portfolio Management July 2008, 34 (4) 12-25; DOI: https://doi.org/10.3905/jpm.2008.709976
- CAPM Investors Do Not Get Paid for Bearing RiskHarry M. MarkowitzThe Journal of Portfolio Management January 2008, 34 (2) 91-94; DOI: https://doi.org/10.3905/jpm.2008.701620
- Editor's LetterPeter L. BernsteinThe Journal of Portfolio Management October 2007, 34 (1) 11; DOI: https://doi.org/10.3905/jpm.2007.698043
- Multilayer Modeling of a Market Covariance MatrixRenato StaubThe Journal of Portfolio Management April 2006, 32 (3) 33-44; DOI: https://doi.org/10.3905/jpm.2006.628404
- Calculating the Price of Bond ConvexityLinda Smit and Barbara SwartThe Journal of Portfolio Management January 2006, 32 (2) 99-106; DOI: https://doi.org/10.3905/jpm.2006.611809
- Practical Applications of The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierPractical Applications January 2022, pa.2022.pa474; DOI: https://doi.org/10.3905/pa.2022.pa474
- Practical Applications of The Sustainability ConundrumMark Anson, Deborah Spalding, Kristofer Kwait and John DelanoPractical Applications October 2021, 9 (2) 1-7; DOI: https://doi.org/10.3905/pa.9.2.442
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