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- The Risk-Free Asset Implied by the Market: Medium-Term Bonds instead of Short-Term BillsDavid BlitzThe Journal of Portfolio Management August 2020, 46 (8) 120-132; DOI: https://doi.org/10.3905/jpm.2020.1.166
- What’s Priced? Estimating Market Mispricing of Macroeconomic NewsKevin Ferriter, Pierre Sarrau and Eric Van NostrandThe Journal of Portfolio Management June 2020, 46 (7) 72-82; DOI: https://doi.org/10.3905/jpm.2020.1.157
- Right Tail Hedging: Managing Risk When Markets Melt UpVineer BhansaliThe Journal of Portfolio Management July 2018, 44 (7) 55-62; DOI: https://doi.org/10.3905/jpm.2018.44.7.055
- An Asset Class Characterization of the U.S. Equity Index Volatility Risk PremiumWilliam Fallon and James ParkThe Journal of Portfolio Management October 2016, 43 (1) 72-84; DOI: https://doi.org/10.3905/jpm.2016.43.1.072
- Best Practices in Research for Quantitative Equity StrategiesJoseph A. Cerniglia, Frank J. Fabozzi and Petter N. KolmThe Journal of Portfolio Management July 2016, 42 (5) 135-143; DOI: https://doi.org/10.3905/jpm.2016.42.5.135
- Can We Count on Accounting Fundamentals for Industry Portfolio Allocation?Justin Lallemand and Jack StraussThe Journal of Portfolio Management May 2016, 42 (4) 70-87; DOI: https://doi.org/10.3905/jpm.2016.42.4.070
- The Black–Litterman Approach and Views from Predictive Regressions: Theory and ImplementationAlois Geyer and Katarína LucivjanskáThe Journal of Portfolio Management May 2016, 42 (4) 38-48; DOI: https://doi.org/10.3905/jpm.2016.42.4.038
- ETF Transaction Costs Are Often Higher Than Investors RealizeJames J. Angel, Todd J. Broms and Gary L. GastineauThe Journal of Portfolio Management April 2016, 42 (3) 65-75; DOI: https://doi.org/10.3905/jpm.2016.42.3.065
- Option Pricing and Market EfficiencyRobert JarrowThe Journal of Portfolio Management October 2013, 40 (1) 88-94; DOI: https://doi.org/10.3905/jpm.2013.40.1.088
- Prediction of Hidden Liquidity in the
Limit Order Book of GLOBEX FuturesHugh L. Christensen and Robert WoodmanseyThe Journal of Trading June 2013, 8 (3) 68-95; DOI: https://doi.org/10.3905/jot.2013.8.3.068
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