Fundamental equity analysis
- The Bottom Line: Earnings—A Study of S&P 500 Operating EarningsScott SeibertThe Journal of Wealth Management October 2015, 18 (3) 68-72; DOI: https://doi.org/10.3905/jwm.2015.18.3.068
- Transparency, Level 3 Assets, and the InvestorTom Arnold and John H. EarlThe Journal of Wealth Management July 2014, 16 (2) 77-79; DOI: https://doi.org/10.3905/jwm.2013.16.2.077
- American Exceptionalism: The Long-Term EvidenceElroy Dimson, Paul Marsh and Mike StauntonThe Journal of Portfolio Management June 2021, 47 (7) 14-26; DOI: https://doi.org/10.3905/jpm.2021.1.257
- Analyzing Markets with a Large Public Company: The Case of South KoreaJang Ho Kim, Taehyeon Kang, Jaeyong Yu and Frank J. FabozziThe Journal of Portfolio Management June 2021, 47 (7) 162-171; DOI: https://doi.org/10.3905/jpm.2021.1.250
- Recent Trends and Perspectives on the Korean Asset Management IndustryJang Ho Kim, Yongjae Lee, Jaekyu Bae and Woo Chang KimThe Journal of Portfolio Management June 2021, 47 (7) 172-183; DOI: https://doi.org/10.3905/jpm.2021.1.248
- Overnight Return Momentum: Evidence from European MarketsArik Ben Dor and Xiaming ZengThe Journal of Portfolio Management June 2021, 47 (7) 46-62; DOI: https://doi.org/10.3905/jpm.2021.1.247
- Emerging Market Stock Momentum Returns during US Economic RegimesAnna Martirosyan and Joseph SimonianThe Journal of Portfolio Management June 2021, 47 (7) 27-45; DOI: https://doi.org/10.3905/jpm.2021.1.246
- China A-Shares: Strategic Allocation to Market and Factor PremiumsWilma de Groot, Laurens Swinkels and Weili ZhouThe Journal of Portfolio Management June 2021, 47 (7) 131-149; DOI: https://doi.org/10.3905/jpm.2021.1.245
- Euro Stoxx 50 Dividends—Reconciling Analyst Estimates and Dividend Future PricesArik Ben Dor and Stephan FlorigThe Journal of Portfolio Management June 2021, 47 (7) 63-77; DOI: https://doi.org/10.3905/jpm.2021.1.244
- Tactical Asset Allocation with the Relative Total Return CAPERolando F. PeláezThe Journal of Portfolio Management February 2021, 47 (4) 180-191; DOI: https://doi.org/10.3905/jpm.2021.1.206
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (139)
- In Wealth Management (97)
- Derivatives
- Options (524)
- Credit default swaps (124)
- Counterparty risk (24)
- Other (205)
- Factors, risk premia
- Factor-based models (458)
- 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 (583)
- Retirement (447)
- Social security (92)
- Pension funds (165)
- Other (54)
- Mutual funds/passive investing/indexing
- Mutual fund performance (244)
- Passive strategies (139)
- Other (318)
- Performance measurement
- Volatility measures (367)
- Performance measurement (1608)
- Portfolio management/multi-asset allocation
- Portfolio theory (660)
- Portfolio construction (1688)
- ESG investing (304)
- Manager selection (285)
- Other (270)
- Quantitative methods
- Statistical methods (1277)
- Simulations (286)
- Quantitative methods (431)
- Real assets/alternative investments/private equity
- Real estate (213)
- Commodities (182)
- Other real assets (96)
- Currency (155)
- Private equity (725)
- Risk management
- Credit risk management (289)
- Tail risks (147)
- Risk management (811)
- Security analysis and valuation
- Technical analysis (113)