Manager selection
- Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures MarketShean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip WoolThe Journal of Portfolio Management May 2021, jpm.2021.1.249; DOI: https://doi.org/10.3905/jpm.2021.1.249
- Do Advisors Improve 401(k) Plans?David BlanchettThe Journal of Retirement April 2021, 8 (4) 26-42; DOI: https://doi.org/10.3905/jor.2021.1.083
- 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
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (34)
- In Markets (20)
- In Wealth Management (50)
- Derivatives
- Options (249)
- Credit default swaps (41)
- Other (98)
- Factors, risk premia
- Factor-based models (220)
- Style investing (91)
- Other (22)
- Fixed income and structured finance
- Project finance (50)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (247)
- Retirement (245)
- Social security (34)
- Pension funds (68)
- Other (31)
- Mutual funds/passive investing/indexing
- Mutual fund performance (115)
- Passive strategies (27)
- Other (121)
- Performance measurement
- Volatility measures (72)
- Performance measurement (591)
- Portfolio management/multi-asset allocation
- Portfolio theory (230)
- Portfolio construction (582)
- ESG investing (163)
- Manager selection (87)
- Other (85)
- Quantitative methods
- Statistical methods (437)
- Simulations (143)
- Quantitative methods (265)
- Real assets/alternative investments/private equity
- Real estate (70)
- Commodities (80)
- Other real assets (50)
- Currency (79)
- Private equity (207)
- Risk management
- Credit risk management (106)
- Tail risks (51)
- Risk management (277)
- Security analysis and valuation
- Technical analysis (19)