Manager selection
- Introducing Objective Benchmark-Based Attribution in Private EquitySidney C. Porter and Sheridan PorterThe Journal of Financial Data Science January 2019, 1 (1) 130-140; DOI: https://doi.org/10.3905/jfds.2019.1.1.130
- Asset Owners, Investment Management, and Commitment: An Organizational FrameworkGordon L. Clark and Ashby H. B. MonkThe Journal of Retirement February 2019, 6 (3) 9-22; DOI: https://doi.org/10.3905/jor.2019.6.3.009
- Superstar InvestorsJordan Brooks, Severin Tsuji and Daniel VillalonThe Journal of Investing January 2019, 28 (1) 124-135; DOI: https://doi.org/10.3905/joi.2019.28.1.124
- The Folly of Hiring Winners and Firing LosersRob Arnott, Vitali Kalesnik and Lillian WuThe Journal of Portfolio Management October 2018, 45 (1) 71-84; DOI: https://doi.org/10.3905/jpm.2018.45.1.071
- Is Your Alpha Big Enough to Cover Its Taxes? A Quarter-Century RetrospectiveRob Arnott, Vitali Kalesnik and Trevor SchueslerThe Journal of Portfolio Management April 2018, 44 (5) 78-102; DOI: https://doi.org/10.3905/jpm.2018.44.5.078
- Persistence of Hedge Fund Returns and Fee-Aware Portfolio ConstructionAlexander RudinThe Journal of Portfolio Management April 2018, 44 (5) 103-112; DOI: https://doi.org/10.3905/jpm.2018.44.5.103
- Using Prime Alpha to Separate Skill from LuckAndrew Chin, Venkat Balakrishnan and Piyush GuptaThe Journal of Investing February 2018, 27 (1) 98-108; DOI: https://doi.org/10.3905/joi.2018.27.1.098
- The Impact of Market Conditions on Active Equity ManagementHarsh Parikh, Karen McQuiston and Sujian ZhiThe Journal of Portfolio Management January 2018, 44 (3) 89-101; DOI: https://doi.org/10.3905/jpm.2017.2017.1.076
- Donuts: A Picture of Optimization Applied to Fundamental PortfoliosIan Domowitz and Ameya MogheThe Journal of Portfolio Management January 2018, 44 (3) 103-113; DOI: https://doi.org/10.3905/jpm.2018.44.3.103
- The Impact of Market Conditions on Bond Fund ManagersHarsh Parikh and Frank J. FabozziThe Journal of Fixed Income December 2017, 27 (3) 6-22; DOI: https://doi.org/10.3905/jfi.2018.27.3.006
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