Fundamental equity analysis
- 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
- Relative Shortage of Long-Term Treasury Securities and the Flat Yield CurvePeng ZhangThe Journal of Fixed Income October 2019, jfi.2019.1.078; DOI: https://doi.org/10.3905/jfi.2019.1.078
- Valuation Bias and Limits to NudgesHersh ShefrinThe Journal of Portfolio Management June 2019, 45 (5) 112-124; DOI: https://doi.org/10.3905/jpm.2019.45.5.112
- Is There a Quid Pro Quo between Hedge Funds and Sell-Side Equity Analysts?April Klein, Anthony Saunders and Yu Ting Forester WongThe Journal of Portfolio Management August 2019, 45 (6) 117-132; DOI: https://doi.org/10.3905/jpm.2019.45.6.117
- Randomness for Asset Prices Constrained by Price Limit Regimes: A Malaysian Case StudyImtiaz Mohammad Sifat and Azhar MohamadThe Journal of Private Equity August 2019, 22 (4) 111-144; DOI: https://doi.org/10.3905/jpe.2019.22.4.111
- The Need for Speed: Does High-Frequency Trading Make or Break Equity Markets?Ramu Thiagarajan, Richard F. Lacaille, Hanbin Im and Jingyan WangThe Journal of Index Investing August 2019, 10 (2) 6-23; DOI: https://doi.org/10.3905/jii.2019.10.2.006
- A Practical Approach to Advanced Text Mining in FinanceJulia Klevak, Joshua Livnat and Kate SuslavaThe Journal of Financial Data Science January 2019, 1 (1) 122-129; DOI: https://doi.org/10.3905/jfds.2019.1.1.122
- Intra-Industry Uncertainty and Firm ValuationWei Du, Haizhi Wang and Jianrong WangThe Journal of Investing July 2019, 28 (5) 16-27; DOI: https://doi.org/10.3905/joi.2019.1.091
- “Fake” Tariff News: Is Corporate America Concerned with Trade Wars?Julia Klevak, Joshua Livnat, Duo Pei and Kate SuslavaThe Journal of Investing July 2019, 28 (5) 122-131; DOI: https://doi.org/10.3905/joi.2019.1.088
- Sector Behavior, Market Efficiency, and the Optimal Risky PortfolioRay SturmThe Journal of Investing July 2019, 28 (5) 38-53; DOI: https://doi.org/10.3905/joi.2019.28.5.038
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 (284)
- Simulations (74)
- Quantitative methods (186)
- Risk management
- Tail risks (31)
- Risk management (157)
- Real assets/alternative investments/private equity
- Real estate (51)
- Commodities (61)
- Other real assets (38)
- Currency (35)
- Private equity (146)
- Long-term/retirement investing
- Wealth management (132)
- 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 (146)
- Credit default swaps (27)
- Other (49)
- Mutual funds/passive investing/indexing
- Passive strategies (13)
- Other (97)