Information providers/credit ratings
- Is There Value in Valuation?Martin Fridson and John D. FinnertyThe Journal of Portfolio Management January 2013, 39 (2) 87-91; DOI: https://doi.org/10.3905/jpm.2013.39.2.087
- Credit Spread Decomposition: Decomposing
Bond-Level Credit OAS into Default and
Liquidity ComponentsSiddhartha G. Dastidar and Bruce D. PhelpsThe Journal of Portfolio Management April 2011, 37 (3) 70-84; DOI: https://doi.org/10.3905/jpm.2011.37.3.070 - 130/30: By How Much Will the Information Ratio
Improve?Ramon Tol and Christiaan WanningenThe Journal of Portfolio Management April 2011, 37 (3) 62-69; DOI: https://doi.org/10.3905/jpm.2011.37.3.062 - Investor Sentiment, Stock Characteristics, and
ReturnsMeir StatmanThe Journal of Portfolio Management April 2011, 37 (3) 54-61; DOI: https://doi.org/10.3905/jpm.2011.37.3.054 - Rationality of Naive Forecasts of Long-Term RatesWilliam R ReichensteinThe Journal of Portfolio Management January 2006, 32 (2) 116-119; DOI: https://doi.org/10.3905/jpm.2006.611812
- Enhancing Equity Index Mutual Fund Returns Using Cost and Morningstar Ratings InformationC. Edward Chang, Thomas M. Krueger and H. Doug WitteThe Journal of Investing January 2022, joi.2021.1.206; DOI: https://doi.org/10.3905/joi.2021.1.206
- “Honey, I Shrunk the ESG Alpha”: Risk-Adjusting ESG Portfolio ReturnsGiovanni Bruno, Mikheil Esakia and Felix GoltzThe Journal of Investing January 2022, joi.2021.1.215; DOI: https://doi.org/10.3905/joi.2021.1.215
- Socially Responsible Investing and Factor Investing, Is There an Opportunity Cost?Li Cai, Ricky Cooper and Di HeThe Journal of Portfolio Management December 2021, 48 (2) 181-197; DOI: https://doi.org/10.3905/jpm.2021.1.307
- Price Informativeness with Equity Market FactorsRoger Clarke, Harindra de Silva and Steven ThorleyThe Journal of Portfolio Management December 2021, 48 (2) 66-79; DOI: https://doi.org/10.3905/jpm.2021.1.303
- Alternatives Manager Research through the Lens of Industry Standard DDQsAndre BoreasThe Journal of Alternative Investments December 2021, 24 (3) 68-79; DOI: https://doi.org/10.3905/jai.2021.1.152
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