Manager selection
- 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
- 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
- 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
- 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 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
- 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
- Mutual Fund Manager Education Background and ActivenessAron Gottesman and Matthew MoreyThe Journal of Investing September 2019, 28 (6) 128-139; DOI: https://doi.org/10.3905/joi.2019.28.6.128
- The Impact of Performance Fees on Multi-Manager CTA PortfoliosKathryn Kaminski and Marat MolybogaThe Journal of Alternative Investments September 2019, 22 (2) 24-34; DOI: https://doi.org/10.3905/jai.2019.22.2.024
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (33)
- In Markets (20)
- In Wealth Management (46)
- Derivatives
- Options (235)
- Credit default swaps (40)
- Other (82)
- Factors, risk premia
- Factor-based models (209)
- Style investing (89)
- Other (22)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (243)
- Retirement (242)
- Social security (34)
- Pension funds (63)
- Other (26)
- Mutual funds/passive investing/indexing
- Mutual fund performance (115)
- Passive strategies (27)
- Other (105)
- Performance measurement
- Volatility measures (71)
- Performance measurement (508)
- Portfolio management/multi-asset allocation
- Portfolio theory (219)
- Portfolio construction (538)
- ESG investing (155)
- Manager selection (84)
- Other (83)
- Quantitative methods
- Statistical methods (402)
- Simulations (134)
- Quantitative methods (237)
- Real assets/alternative investments/private equity
- Real estate (69)
- Commodities (76)
- Other real assets (48)
- Currency (74)
- Private equity (200)
- Risk management
- Credit risk management (102)
- Tail risks (50)
- Risk management (250)
- Security analysis and valuation
- Technical analysis (17)