Skip to main content
  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars
  • Request a Demo
  • Sample our Content
  • Log in

Main menu

  • Home
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • More
    • Awards
    • Article Licensing
    • Academic Use
    • Webinars

User menu

  • Request a Demo
  • Sample our Content
  • Log in

Search

  • Use the Advanced Search to discover more content specific to a journal, author or time frame
Home
Click to use the Advanced Search to discover more content specific to a journal, author or time frame

Other

« Back to list

  • Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX Assets
    Sonnan Chen and Yuchi Gu
    The Journal of Derivatives February 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
  • Dark Pools, Fragmented Markets, and the Quality of Price Discovery
    Robert A. Schwartz
    The Journal of Trading October 2018, 13 (4) 74-79; DOI: https://doi.org/10.3905/jot.2018.13.4.074
  • What’s in Your Benchmark? A Factor Analysis of Major Market Indexes
    Ananth Madhavan, Aleksander Sobczyk and Andrew Ang
    The Journal of Index Investing August 2018, 9 (2) 66-79; DOI: https://doi.org/10.3905/jii.2018.9.2.066
  • The Capacity of Factor Index Strategies: Assessment and Control
    Mehdi Alighanbari and Stuart Doole
    The Journal of Index Investing August 2018, 9 (2) 34-52; DOI: https://doi.org/10.3905/jii.2018.9.2.034
  • On Structural Changes in the Holiday Effect
    Russell P. Robins and Geoffrey Peter Smith
    The Journal of Wealth Management January 2019, 21 (4) 98-105; DOI: https://doi.org/10.3905/jwm.2019.21.4.098
  • Midterm Elections’ Stock Market Surge: An Unintentional Gift from US Politicians
    Jędrzej Białkowski and Aynaz Nahavandi
    The Journal of Wealth Management January 2019, 21 (4) 76-84; DOI: https://doi.org/10.3905/jwm.2019.21.4.076
  • Entrepreneurs Breed ESG-Rich Companies: Reap Exceptional Returns as Harvest Byproduct
    Joel M. Shulman
    The Journal of Index Investing March 2019, 9 (4) 18-45; DOI: https://doi.org/10.3905/jii.2019.1.065
  • Crowded Trades: Implications for Sector Rotation and Factor Timing
    William Kinlaw, Mark Kritzman and David Turkington
    The Journal of Portfolio Management June 2019, 45 (5) 46-57; DOI: https://doi.org/10.3905/jpm.2019.45.5.046
  • Fine-Tuning Private Equity Replication Using Textual Analysis
    Ananth Madhavan and Aleksander Sobczyk
    The Journal of Financial Data Science January 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111
  • Factor Investing with Black–Litterman–Bayes: Incorporating Factor Views and Priors in Portfolio Construction
    Petter N. Kolm and Gordon Ritter
    The Journal of Portfolio Management December 2020, 47 (2) 113-126; DOI: https://doi.org/10.3905/jpm.2020.1.196

Pages

  • 1
  • 2
  • next ›
  • last »

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections
  • Behavioral Finance
    • Theory (33)
    • In Markets (20)
    • In Portfolio Management (41)
    • In Wealth Management (46)
  • Derivatives
    • Options (235)
    • Interest-rate and currency swaps (22)
    • Futures and forward contracts (60)
    • Credit default swaps (40)
    • Counterparty risk (9)
    • Other (82)
  • Factors, risk premia
    • Analysis of individual factors/risk premia (297)
    • Factor-based models (209)
    • Style investing (89)
    • Other (22)
  • Fixed income and structured finance
    • MBS and residential mortgage loans (93)
    • CMBS and commercial mortgage loans (12)
    • Asset-backed securities (ABS) (34)
    • CLOs, CDOs, and other structured credit (65)
    • Project finance (50)
    • Legal and regulatory issues for structured finance (24)
    • Fixed income and structured finance (285)
  • International Investing
    • Developed (145)
    • Emerging (206)
    • Frontier (29)
    • Global (38)
  • Legal/regulatory/public policy
    • Exchanges/markets/clearinghouses (113)
    • Information providers/credit ratings (51)
    • Financial crises and financial market history (181)
    • Legal/regulatory/public policy (300)
  • Long-term/retirement investing
    • Wealth management (243)
    • Retirement (242)
    • Social security (34)
    • Pension funds (63)
    • Foundations & endowments (20)
    • Other (26)
  • Mutual funds/passive investing/indexing
    • Mutual fund performance (115)
    • Passive strategies (27)
    • Exchange-traded funds and applications. (188)
    • Other (105)
  • Performance measurement
    • Volatility measures (71)
    • Downside-only measures (12)
    • Performance measurement (508)
  • Portfolio management/multi-asset allocation
    • Portfolio theory (219)
    • Portfolio construction (538)
    • Equity portfolio management (137)
    • Fixed-income portfolio management (25)
    • ESG investing (155)
    • Manager selection (84)
    • Other (83)
  • Quantitative methods
    • Statistical methods (402)
    • Simulations (134)
    • Big data/machine learning (152)
    • Quantitative methods (237)
  • Real assets/alternative investments/private equity
    • Real estate (69)
    • Commodities (76)
    • Other real assets (48)
    • Currency (74)
    • Private equity (200)
    • Real assets/alternative investments/private equity (249)
  • Risk management
    • VAR and use of alternative risk measures of trading risk (35)
    • Credit risk management (102)
    • Tail risks (50)
    • Risk management (250)
  • Security analysis and valuation
    • Fundamental equity analysis (104)
    • Accounting and ratio analysis (21)
    • Technical analysis (17)
    • Security analysis and valuation (187)

Contact us for more information

Preview our content

Discover a selection of our content to see how Portfolio Management Research can directly benefit you.

Download your copy

Register for full access

Begin your subscription and access our research immediately

Subscribe now

Publish your work

Promote your research and build your reputation with Portfolio Management Research

Submit your article

Academic Access

Discover how our research can benefit your institution

Find out more

Contact Us

LONDON
One London Wall, London, EC2Y 5EA
0207 139 1600
 
NEW YORK
41 Madison Avenue, 20th Floor, New York, NY 10010
646 931 9045
pm-research@pageantmedia.com
 

More from PMR

  • Awards
  • Investment Guides
  • Videos
  • About PMR

Information for

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

Get Involved

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Sign In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All material subject to strictly enforced copyright laws.

  • Site Map
  • Cookies
  • Code of Ethics
  • Terms & Conditions
  • Privacy Policy