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- Practical Applications of Crowded Trades: Implications for Sector Rotation and Factor TimingWilliam Kinlaw, Mark Kritzman and David TurkingtonPractical Applications July 2020, 8 (1) 1-6; DOI: https://doi.org/10.3905/pa.8.1.378
- PERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies?David BlitzThe Journal of Portfolio Management February 2020, 46 (4) 1-4; DOI: https://doi.org/10.3905/jpm.2020.46.4.001
- Value, Size, Momentum, Dividend Yield, and Volatility in China’s A-Share MarketChristopher Cheung, George Hoguet and Sunny NgThe Journal of Portfolio Management August 2015, 41 (5) 57-70; DOI: https://doi.org/10.3905/jpm.2015.41.5.057
- Crowded Trades: Implications for Sector Rotation and Factor TimingWilliam Kinlaw, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management June 2019, 45 (5) 46-57; DOI: https://doi.org/10.3905/jpm.2019.45.5.046
- Being Honest in Backtest Reporting: A Template for Disclosing Multiple TestsFrank J. Fabozzi and Marcos López de PradoThe Journal of Portfolio Management October 2018, 45 (1) 141-147; DOI: https://doi.org/10.3905/jpm.2018.45.1.141
- Measuring Bond-Level LiquidityVadim Konstantinovsky, Kwok Yuen Ng and Bruce D. PhelpsThe Journal of Portfolio Management May 2016, 42 (4) 116-128; DOI: https://doi.org/10.3905/jpm.2016.42.4.116
- Are Risk-Parity Managers at Risk Parity?Edward QianThe Journal of Portfolio Management October 2013, 40 (1) 20-26; DOI: https://doi.org/10.3905/jpm.2013.40.1.020
- Portfolio of Risk Premia: A New Approach to DiversificationJennifer Bender, Remy Briand, Frank Nielsen and Dan StefekThe Journal of Portfolio Management January 2010, 36 (2) 17-25; DOI: https://doi.org/10.3905/JPM.2010.36.2.017
- Dark Pools, Fragmented Markets, and the Quality of Price DiscoveryRobert A. SchwartzThe Journal of Trading October 2018, 13 (4) 74-79; DOI: https://doi.org/10.3905/jot.2018.13.4.074
- A Framework for Factor Return AttributionTommi Johnsen and Donald J NesbittThe Journal of Investing February 2009, 18 (1) 59-68; DOI: https://doi.org/10.3905/JOI.2009.18.1.059
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