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- Strategic Currency Hedging in Multi-Asset PortfoliosRafael Iborra and Ilyas ChabaneThe Journal of Investing June 2020, joi.2020.1.141; DOI: https://doi.org/10.3905/joi.2020.1.141
- Addition by Subtraction: A Better Way to Forecast Factor Returns (and Everything Else)Megan Czasonis, Mark Kritzman and David TurkingtonThe Journal of Portfolio Management July 2020, jpm.2020.1.167; DOI: https://doi.org/10.3905/jpm.2020.1.167
- Stock Characteristics and Stock Returns: A Skeptic’s Look at the Cross Section of Expected ReturnsBradford CornellThe Journal of Portfolio Management June 2020, 46 (7) 131-142; DOI: https://doi.org/10.3905/jpm.2020.1.154
- Green Bond Pricing: The Search for GreeniumCandace Partridge and Francesca Romana MeddaThe Journal of Alternative Investments June 2020, 23 (1) 49-56; DOI: https://doi.org/10.3905/jai.2020.1.096
- How Good Is Tactical Asset Allocation Using Standard Indicators?Michael SchnetzerThe Journal of Portfolio Management May 2020, 46 (6) 120-134; DOI: https://doi.org/10.3905/jpm.2020.1.145
- Mixed Ag: A Regime-Based Analysis of Multi-Asset Agriculture PortfoliosJoseph SimonianThe Journal of Portfolio Management May 2020, 46 (6) 135-146; DOI: https://doi.org/10.3905/jpm.2020.1.144
- Buy-and-Hold and Constant-Mix May Be Better Allocation Strategies Than You ThinkThomas J. O’BrienThe Journal of Portfolio Management May 2020, 46 (6) 159-171; DOI: https://doi.org/10.3905/jpm.2020.1.138
- ESMA’s Mission to Integrate ESG Risks and Factors into UCITS and AIFMD: Value Added or Additional Administrative BurdenMichael HahnThe Journal of Investing May 2020, 29 (4) 103-115; DOI: https://doi.org/10.3905/joi.2020.1.130
- Performance Dispersion Risk Assessment in Alternatives and Active StrategiesAmit SoniThe Journal of Alternative Investments March 2020, 22 (4) 107-119; DOI: https://doi.org/10.3905/jai.2020.1.088
- Medallion Fund: The Ultimate Counterexample?Bradford CornellThe Journal of Portfolio Management February 2020, 46 (4) 156-159; DOI: https://doi.org/10.3905/jpm.2020.1.128
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