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- Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX AssetsSonnan Chen and Yuchi GuThe Journal of Derivatives November 2020, jod.2020.1.124; DOI: https://doi.org/10.3905/jod.2020.1.124
- The Low-Risk Anomaly: How Much Is a Good Risk Estimate Worth?Tony Barchetto, Razvan Pascalau and Ryan PoirierThe Journal of Portfolio Management October 2020, 47 (1) 88-106; DOI: https://doi.org/10.3905/jpm.2020.1.183
- Is Smart Beta Still Smart under the Lens of the Diversification Return?Wenguang Lin and Gary C. SangerThe Journal of Portfolio Management October 2020, 47 (1) 29-39; DOI: https://doi.org/10.3905/jpm.2020.1.180
- Measuring Portfolio Rebalancing Benefits in Equity MarketsJean-Michel Maeso and Lionel MartelliniThe Journal of Portfolio Management February 2020, 46 (4) 94-109; DOI: https://doi.org/10.3905/jpm.2020.1.130
- 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
- Fine-Tuning Private Equity Replication Using Textual AnalysisAnanth Madhavan and Aleksander SobczykThe Journal of Financial Data Science January 2019, 1 (1) 111-121; DOI: https://doi.org/10.3905/jfds.2019.1.1.111
- Entrepreneurs Breed ESG-Rich Companies: Reap Exceptional Returns as Harvest ByproductJoel M. ShulmanThe Journal of Index Investing March 2019, 9 (4) 18-45; DOI: https://doi.org/10.3905/jii.2019.1.065
- On Structural Changes in the Holiday EffectRussell P. Robins and Geoffrey Peter SmithThe 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 PoliticiansJędrzej Białkowski and Aynaz NahavandiThe Journal of Wealth Management January 2019, 21 (4) 76-84; DOI: https://doi.org/10.3905/jwm.2019.21.4.076
- 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
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