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- Exchange Rate Shocks and the Dynamics of International Asset-Backed Securities (ABS)Oyakhilome IbhaguiThe Journal of Structured Finance September 2019, jsf.2019.1.079; DOI: https://doi.org/10.3905/jsf.2019.1.079
- Valuation Bias and Limits to NudgesHersh ShefrinThe Journal of Portfolio Management June 2019, 45 (5) 112-124; DOI: https://doi.org/10.3905/jpm.2019.45.5.112
- Swaption Portfolio Risk Management: Optimal Model Selection in Different Interest Rate RegimesPoh Ling Neo and Chyng Wen TeeThe Journal of Derivatives August 2019, jod.2019.1.083; DOI: https://doi.org/10.3905/jod.2019.1.083
- Integrating Factors in Market Indexes and Active PortfoliosDimitris Melas, Zoltán Nagy, Navneet Kumar and Peter ZangariThe Journal of Portfolio Management August 2019, 45 (6) 16-29; DOI: https://doi.org/10.3905/jpm.2019.1.096
- The Price/Earnings Ratio, Growth, and Interest Rates: The Smartest BETPreston W. EstepThe Journal of Portfolio Management August 2019, 45 (6) 139-147; DOI: https://doi.org/10.3905/jpm.2019.1.093
- The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?Brian Jacobsen, Wai Lee and Chao MaThe Journal of Portfolio Management August 2019, 45 (6) 6-15; DOI: https://doi.org/10.3905/jpm.2019.1.091
- Portfolio Selection: A Game-Theoretic ApproachJoseph SimonianThe Journal of Portfolio Management August 2019, 45 (6) 108-116; DOI: https://doi.org/10.3905/jpm.2019.1.095
- A Machine Learning Approach to Risk Factors: A Case Study Using the Fama–French–Carhart ModelJoseph Simonian, Chenwei Wu, Daniel Itano and Vyshaal NarayanamThe Journal of Financial Data Science January 2019, 1 (1) 32-44; DOI: https://doi.org/10.3905/jfds.2019.1.032
- Dynamic Replication and Hedging: A Reinforcement Learning ApproachPetter N. Kolm and Gordon RitterThe Journal of Financial Data Science January 2019, 1 (1) 159-171; DOI: https://doi.org/10.3905/jfds.2019.1.1.159
- The Framework for Seeking Alpha in the Global Securitization MarketTracy ChenThe Journal of Structured Finance July 2019, 25 (2) 45-63; DOI: https://doi.org/10.3905/jsf.2019.1.075
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