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- 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
- 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
- Investments in Cryptocurrencies: Handle with Care!Tobias N. GlasThe Journal of Alternative Investments June 2019, 22 (1) 96-113; DOI: https://doi.org/10.3905/jai.2019.22.1.096
- More Than One Million Reasons to Lie about Structured FinanceJanet M. TavakoliThe Journal of Structured Finance April 2019, 25 (1) 8-20; DOI: https://doi.org/10.3905/jsf.2019.25.1.008
- Stocks, Bonds, and CausalityJamil Baz, Steve Sapra and German RamirezThe Journal of Portfolio Management March 2019, 45 (4) 37-48; DOI: https://doi.org/10.3905/jpm.2019.45.4.037
- The Tax Benefits of Relaxing the Long-Only Constraint: Do They Come from Character or Deferral?Nathan Sosner, Stanley Krasner and Ted PyneThe Journal of Wealth Management January 2019, 21 (4) 10-31; DOI: https://doi.org/10.3905/jwm.2019.1.068
- Assessing Fee Fairness: Characteristics of an Effective Plan Fee StructureBenjamin Goodman and David P. RichardsonThe Journal of Retirement February 2019, 6 (3) 23-33; DOI: https://doi.org/10.3905/jor.2019.6.3.023
- Hidden Cost of Trading and Portfolio Performance: A Short Note on Implementation ShortfallRafiqul Bhuyan and Mohammad Sogir Hossain KhandokerThe Journal of Investing November 2018, 27 (4) 69-80; DOI: https://doi.org/10.3905/joi.2018.1.072
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